Modified version of sharpe’s model, its properties and investment portfolio management strategy

  • Валерий Владимирович Давнис Voronezh State University
  • Сергей Евгеньевич Касаткин
  • Елена Анатольевна Ратушная
Keywords: Sharpe’s model, risk-effect, portfolio investment strategy

Abstract

Questions of optimal portfolio investment on the base of modification of established Sharpe’s model are discussed. In offered version the usage of expected risk-effect is provided, that provides the stability of basic characteristics of investment portfolio on forward interval of time.

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Published
2015-05-04
How to Cite
Давнис, В. В., Касаткин, С. Е., & Ратушная, Е. А. (2015). Modified version of sharpe’s model, its properties and investment portfolio management strategy. Modern Economics: Problems and Solutions, 9, 135-146. Retrieved from https://journals.vsu.ru/meps/article/view/4466
Issue
Vol 9 (2010): september
Section
Статьи