MODELS AND METHODS OF OPTIMIZING THE CHOICE OF AN INVESTMENT PORTFOLIO

The basic components of optimal portfolio were viewed: expected portfolio’s yield and standard deviation as the risk’s measure. These components allow the agent of the financial market to restructure portfolio uninterruptedly (maximizing profit of intermediate consumption and (or) final capital) according to stochastic varying investment opportunities. Methods of optimization (H. Markowitz’s and W. Sharpe’s method) were analysed, and also the role of utility function in forming investment portfolio was viewed.

Publication Details

Journal
The Scientific Issues of Ternopil Volodymyr Hnatiuk National Pedagogical University Series pedagogy
Published
2024-11-03
Primary Topic
Risk and Portfolio Optimization
Type
article
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article

MODELS AND METHODS OF OPTIMIZING THE CHOICE OF AN INVESTMENT PORTFOLIO

The Scientific Issues of Ternopil Volodymyr Hnatiuk National Pedagogical University Series pedagogy
Risk and Portfolio Optimization
article

MODELS AND METHODS OF OPTIMIZING THE CHOICE OF AN INVESTMENT PORTFOLIO

article en

Abstract

The basic components of optimal portfolio were viewed: expected portfolio’s yield and standard deviation as the risk’s measure. These components allow the agent of the financial market to restructure portfolio uninterruptedly (maximizing profit of intermediate consumption and (or) final capital) according to stochastic varying investment opportunities. Methods of optimization (H. Markowitz’s and W. Sharpe’s method) were analysed, and also the role of utility function in forming investment portfolio was viewed.

The Scientific Issues of Ternopil Volodymyr Hnatiuk National Pedagogical University Series pedagogy
Decent work and economic growth
Openalex Percentile: Top 42%
Risk and Portfolio Optimization
Open Access PDFOpenAlex
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MODELS AND METHODS OF OPTIMIZING THE CHOICE OF AN INVESTMENT PORTFOLIO · The Scientific Issues of Ternopil Volodymyr Hnatiuk National Pedagogical University Series pedagogy (2024) | TGRS Research Map | TGRS