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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| Format: | Article |
| Language: | Russian |
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North Caucasus Federal University
2022-05-01
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| Series: | Вестник Северо-Кавказского федерального университета |
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| Online Access: | https://vestnikskfu.elpub.ru/jour/article/view/1403 |
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| _version_ | 1849244884877180928 |
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| author | Yulia Konopleva |
| author_facet | Yulia Konopleva |
| author_sort | Yulia Konopleva |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-07d8344e952e4b26b4e91fa12a71af9f |
| institution | Kabale University |
| issn | 2307-907X |
| language | Russian |
| publishDate | 2022-05-01 |
| publisher | North Caucasus Federal University |
| record_format | Article |
| series | Вестник Северо-Кавказского федерального университета |
| spelling | doaj-art-07d8344e952e4b26b4e91fa12a71af9f2025-08-20T03:59:00ZrusNorth Caucasus Federal UniversityВестник Северо-Кавказского федерального университета2307-907X2022-05-0106971021401THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTIONYulia Konopleva0NCFUThe 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.https://vestnikskfu.elpub.ru/jour/article/view/1403инвестицииценные бумагимодельпортфельуправлениерынок ценных бумагinvestmentssecuritiesmodelbrief-casemanagementmarket of equities |
| spellingShingle | Yulia Konopleva THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTION Вестник Северо-Кавказского федерального университета инвестиции ценные бумаги модель портфель управление рынок ценных бумаг investments securities model brief-case management market of equities |
| title | THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTION |
| title_full | THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTION |
| title_fullStr | THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTION |
| title_full_unstemmed | THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTION |
| title_short | THEORETICAL ASPECTS OF CLASSIC MODELS OF INVESTMENT PORTFOLIO CONSTRUCTION |
| title_sort | theoretical aspects of classic models of investment portfolio construction |
| topic | инвестиции ценные бумаги модель портфель управление рынок ценных бумаг investments securities model brief-case management market of equities |
| url | https://vestnikskfu.elpub.ru/jour/article/view/1403 |
| work_keys_str_mv | AT yuliakonopleva theoreticalaspectsofclassicmodelsofinvestmentportfolioconstruction |