首页    期刊浏览 2025年06月12日 星期四
登录注册

文章基本信息

  • 标题:Some aspects of financial instruments portfolio optimization
  • 本地全文:下载
  • 作者:V.M. Oliynyk ; S.M. Frolov ; Yu.I. Leshchenko
  • 期刊名称:Marketing ì Menedžment Innovacìj
  • 印刷版ISSN:2218-4511
  • 出版年度:2012
  • 期号:1
  • 页码:140-147
  • 语种:Ukrainian
  • 出版社:Sumy State University
  • 摘要: This article considers scientifically methodological approaches to the formation of the optimal portfolio. H.Markowitz and W.Sharpe models are considered, their comparative analysis is provided, indifference curves for these models are drawn. Analysis of the investment portfolio optimization models is perfomed on the basis of security excange RTS data.
  • 关键词:optimal portfolio; optimization; investment portfolio; Markowitz portfolio; Sharpe porfolio
国家哲学社会科学文献中心版权所有