Forming of investment portfolios on the base of imitating and econometrical models

Authors

  • Валерий Владимирович Давнис Voronezh State University image/svg+xml
  • Дмитрий Анатольевич Хабибулин Voronezh State University image/svg+xml

Keywords:

portfolio ensemble, volatility, imitating and econometrical model, post predicted testing

Abstract

Imitating and econometrical approach is offered for model-building of portfolio decisions in the stock market. Within the framework of the approach the model of portfolio ensemble is worked out. The results of empirical investigation, demonstrating the possibility of its practical use in the aims of forming the investment strategies are given.

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Published

2015-05-04

Issue

Vol. 6 (2010): june

Section

Статьи

How to Cite

Forming of investment portfolios on the base of imitating and econometrical models. (2015). Modern Economics: Problems and Solutions, 6, 152-163. https://journals.vsu.ru/meps/article/view/4299