FORMATION AND OPTIMIZATION OF VARIOUS PORTFOLIOS MODELS ON THE VaR INDICATOR BASIS
This article describes a formation of various portfolios models based on H. Markovitz portfolio theory. The portfolios which can include instruments with fixed profitability and common stock are considered. As a risk measure VaR indicator is used. In the research historical data on the stock prices...
Bewaard in:
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
FINTECH Alliance LLC
2017-12-01
|
| Reeks: | Фінансово-кредитна діяльність: проблеми теорії та практики |
| Onderwerpen: | |
| Online toegang: | https://fkd.net.ua/index.php/fkd/article/view/1758 |
| Tags: |
Geen labels, Wees de eerste die dit record labelt!
|