Models of portfolio image and estimation of possibility of its practical use

  • Валерий Владимирович Давнис Voronezh State University
  • Сергей Евгеньевич Касаткин
  • Ольга Викторовна Тимченко
Keywords: portfolio image, forecast image, principle of stochastic preference, portfolio of securities, single-index model, matrix of interaction of assets

Abstract

A new approach to the justification of investment decisions, providing formation of a portfolio of image and application of the principle of stochastic preference of the worst choicesis offered in the article. The results of empirical studies supporting the effectiveness of the proposed approach are considered.

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Published
2015-04-24
How to Cite
Давнис, В. В., Касаткин, С. Е., & Тимченко, О. В. (2015). Models of portfolio image and estimation of possibility of its practical use. Modern Economics: Problems and Solutions, 9, 126-137. Retrieved from https://journals.vsu.ru/meps/article/view/4848
Issue
Vol 9 (2011): september
Section
Статьи