Formation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of return
Nowadays dissatisfaction with the results of practice in the securities market is growing, and despite the fact that financial theory is developing intensively. The main reason of success and failure in the market is the ability or lack of ability to make investment decisions on the basis of the ana...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Pristina in Kosovska Mitrovica, Faculty of Economics
2013-01-01
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| Series: | Ekonomski Pogledi |
| Subjects: | |
| Online Access: | https://scindeks-clanci.ceon.rs/data/pdf/1450-7951/2013/1450-79511301019T.pdf |
| _version_ | 1797224757416951808 |
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| author | Tinjakova Viktoria I. Kulikova Tanja V. |
| author_facet | Tinjakova Viktoria I. Kulikova Tanja V. |
| author_sort | Tinjakova Viktoria I. |
| collection | DOAJ |
| description | Nowadays dissatisfaction with the results of practice in the securities market is growing, and despite the fact that financial theory is developing intensively. The main reason of success and failure in the market is the ability or lack of ability to make investment decisions on the basis of the analysis of formed idea about the future. In order to operationalize the idea of the necessity of forming of assets portfolio on the basis of their return forecasts double-criteria approach to the selection of assets included into the portfolio is suggested. The scope of this approach includes the consistent use of the Hurst exponent, which identifies the degree of predictability of the series, reflecting the returns of a financial asset, and the beta-coefficient, which allows choosing the high-profitable securities. |
| first_indexed | 2024-04-24T13:58:11Z |
| format | Article |
| id | doaj.art-b60af58116984f0595697787f05db293 |
| institution | Directory Open Access Journal |
| issn | 1450-7951 2334-7570 |
| language | English |
| last_indexed | 2024-04-24T13:58:11Z |
| publishDate | 2013-01-01 |
| publisher | University of Pristina in Kosovska Mitrovica, Faculty of Economics |
| record_format | Article |
| series | Ekonomski Pogledi |
| spelling | doaj.art-b60af58116984f0595697787f05db2932024-04-03T17:28:10ZengUniversity of Pristina in Kosovska Mitrovica, Faculty of EconomicsEkonomski Pogledi1450-79512334-75702013-01-012013119331450-79511301019TFormation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of returnTinjakova Viktoria I.0Kulikova Tanja V.1Voronežskij gosudarstvennyj universitet, Voronež, RossijaVoronežskij gosudarstvennyj universitet, Voronež, RossijaNowadays dissatisfaction with the results of practice in the securities market is growing, and despite the fact that financial theory is developing intensively. The main reason of success and failure in the market is the ability or lack of ability to make investment decisions on the basis of the analysis of formed idea about the future. In order to operationalize the idea of the necessity of forming of assets portfolio on the basis of their return forecasts double-criteria approach to the selection of assets included into the portfolio is suggested. The scope of this approach includes the consistent use of the Hurst exponent, which identifies the degree of predictability of the series, reflecting the returns of a financial asset, and the beta-coefficient, which allows choosing the high-profitable securities.https://scindeks-clanci.ceon.rs/data/pdf/1450-7951/2013/1450-79511301019T.pdfassets portfoliochoose of the assetshurst exponentbeta-coefficientforecast estimation of return |
| spellingShingle | Tinjakova Viktoria I. Kulikova Tanja V. Formation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of return Ekonomski Pogledi assets portfolio choose of the assets hurst exponent beta-coefficient forecast estimation of return |
| title | Formation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of return |
| title_full | Formation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of return |
| title_fullStr | Formation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of return |
| title_full_unstemmed | Formation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of return |
| title_short | Formation of the portfolio of assets on the basis of double-criteria approach to its selection and forecast estimations of return |
| title_sort | formation of the portfolio of assets on the basis of double criteria approach to its selection and forecast estimations of return |
| topic | assets portfolio choose of the assets hurst exponent beta-coefficient forecast estimation of return |
| url | https://scindeks-clanci.ceon.rs/data/pdf/1450-7951/2013/1450-79511301019T.pdf |
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