THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTION
The classic theories of effective portfolio of securities construction are considered in the article. Advantages and lacks of these theories are described. Began to the decision ofproblem of optimal distribution of stakes of capital between securities, taking a general risk to the minimum level, and...
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| Main Author: | |
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| Format: | Article |
| Language: | Russian |
| Published: |
North Caucasus Federal University
2022-05-01
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| Series: | Вестник Северо-Кавказского федерального университета |
| Subjects: | |
| Online Access: | https://vestnikskfu.elpub.ru/jour/article/view/1403 |
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| Summary: | The classic theories of effective portfolio of securities construction are considered in the article. Advantages and lacks of these theories are described. Began to the decision ofproblem of optimal distribution of stakes of capital between securities, taking a general risk to the minimum level, and drafting of optimal portfolio it was fixed by G. Markowitz, on the basis of this model of Y. Sharpe worked out an index model, development of his model is a theory of CAPM, by another achievement in the field of the portfolio investing became worked out in 70-e years of XX of century of C. Ross arbitrage price theory. |
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| ISSN: | 2307-907X |