Equilibrium portfolio strategy

  • Valeriy Vladimirovich Davnis Voronezh State University
  • Elena Aleksandrovna Hlebnikova Voronezh State University

Abstract

The technique of construction of portfolios of securities with structure optimum concerning equilibrium values of average profi tableness is offered. Comparison of the portfolios constructed according to the classical scheme and the offered technique is lead. Results of computing experiment have shown advantage of this technique.

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Published
2007-06-30
How to Cite
Davnis, V. V., & Hlebnikova, E. A. (2007). Equilibrium portfolio strategy. Proceedings of Voronezh State University. Series: Economics and Management, (1), 141-144. Retrieved from https://journals.vsu.ru/econ/article/view/10046
Issue
No 1 (2007): January-June
Section
S