Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Conception and toolkit of the universal punctual approach to effective securities portfolio formation
Available online: 16 February 2011 Subject Heading: Stock market JEL Classification:
Simplicity and intuitive investors’ acceptance of the Efficient Sets Theorem have generated multiplicity of approaches to securities portfolio selection. One of these solutions is the method most frequently called like the portfolio choice model, developed by Prof. H. Markowitz. However, using designated model at volatile and falling markets leads to difficulties and errors under portfolio generating. We propose a unique approach in progress of the portfolio choice model, more flexible optimizing and allowing determining the best portfolio in compare with the portfolio choice model, the best under specified profile of risk and yield. Keywords: securities, effective sets theorem, portfolio investments, risk, yield, the portfolio choice basic model, the modified version of the portfolio choice basic model, the universal punctual model of financial investment portfolio optimization - Li-Ka, highly diversified portfolio |
ISSN 2311-8709 (Online)
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