Some aspects of financial instruments portfolio optimization
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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sumy State University
2012-03-01
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| Series: | Marketing i Menedžment Innovacij |
| Subjects: | |
| Online Access: | http://mmi.fem.sumdu.edu.ua/sites/default/files/mmi2012_1_140_147.pdf |