Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Methodological background of the portfolio interval theory
Available online: 16 September 2009 Subject Heading: Stock market JEL Classification:
The article provides the critical analysis of the modern state of the portfolio theory, lists the basic faults of the existing approaches to the securities portfolio formation. It gives the author’s point of view on the concept of portfolio as well as the proprietary approach to the informational state of capital markets and investors’ behaviour. It develops an approach to forming a financial assets portfolio, relying on the classical tools of the portfolio theory and the tools of the options’ pricing theory. Keywords: portfolio, securities, profitability, options, market, capital, investor, ignorance area, straddle |
ISSN 2311-8709 (Online)
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