Критерий эффективности применения портфельной теории Марковица в краткосрочной торговле на примере Украинской фондовой биржи
Анотація
The article presents a comparative analysis of the profitability and risk of the two stock portfolios: a portfolio with equal shares of assets and portfolio of assets with shares determined on the basis of Markowitz portfolio theory. The purpose of the research is to identify the effectiveness of the Markowitz portfolio theory for prediction in terms of trade on the Ukrainian Stock Exchange. According to the study results, the efficiency criteria were developed and evaluated. It is proved that the portfolio based on the Markowitz problem solutions presents smaller risk at equal profitability, and in some cases, greater profitability, which makes it more efficient in the process of diversification of the risk portfolio.
Класифікація
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Modeling the Selection of Innovative Strategy for Development of Industrial Enterprises
Схоже за: Enterprise Management and Information Systems · Business and Economic Development · Economic and Business Development Strategies
FINANCIAL PROVISION OF MARKETING ACTIVITIES OF MACHINE-BUILDING ENTERPRISES FOR STRENGTHENING COMPETITIVENESS IN THE CONTEXT OF A NEW REALITY
Схоже за: Enterprise Management and Information Systems · Business and Economic Development · Economic and Business Development Strategies
BREAKTHROUGH COMPETENCIES IN THE MANAGEMENT OF INNOVATIVE PROJECTS AND PROGRAMS
Схоже за: Enterprise Management and Information Systems · Business and Economic Development · Economic and Business Development Strategies
FOREST INDUSTRY COMPLEX OF UKRAINE: CURRENT STATE AND DOMINANTS OF DEVELOPMENT
Схоже за: Enterprise Management and Information Systems · Business and Economic Development · Economic and Business Development Strategies
KEY ASPECTS OF TRADE ENTERPRISE COMPETITIVENESS MANAGEMENT
Схоже за: Enterprise Management and Information Systems · Business and Economic Development · Economic and Business Development Strategies
Designing the Process of Ensuring the Strategic Performance of Enterprises
Схоже за: Enterprise Management and Information Systems · Business and Economic Development · Economic and Business Development Strategies