Share Your Research, Maximize Your Social Impacts
COMPARATIVE ANALYSIS OF QUALITY OF PORTFOLIOS COMPOSED ACCORDING TO VARIOUS MODELS AND THEIR COMBINATIONS
Journal: Science and world (Vol.2, No. 38)Publication Date: 2016-10-21
Authors : Byvshev V.A.; Ivanova T.V.;
Page : 29-36
Keywords : financial asset; investment characteristics of financial asset; models of portfolios; combined model of portfolio;
Source : Download
Find it from : Google Scholar
Abstract
The results of experimental check of portfolio quality formed according to the known models of portfolio investing (of Markowitz, Black?Litterman etc.) and combined portfolios formed according to the authors' approaches are discussed. The results of this check prove that investment model, based on combined portfolio, provides the high level of diversification of risk and is a competitive one.
Other Latest Articles
- Problematic Aspects of the Calculation and Payment of Military Duty
- COMBINING PORTFOLIOS, MADE ACCORDING TO VARIOUS MODELS
- The Authenticity of Financial Statement as Imperative of Economic Security of Business Entities
- ON THE HISTORY OF ARMY FORMATION AND MILITARY EDUCATION IN BUKHARAN REPUBLIC
- SOCIAL AND POLITICAL MOVEMENT OF PEOPLE OF AMU DARYA LOWER REACH FOR SELF-DETERMINATION
Last modified: 2017-02-09 17:07:36