Adaptive approach and problems of its realization in models of portfolio investment
Keywords:
adaptive regression, adjusted the structure, parameters adapting, adaptive portfolio
Abstract
The possibility of an adaptive approach to the construction of models of portfolio investment is considered. It is shown that as a base model for this purpose it is advisable to use the Sharpe's portfolio, the construction of which is based on the regression analysis. Numerical experiments were conducted that confirmed the promise of building adaptive models of portfolio investment.
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Published
2015-04-16
How to Cite
Борисов, А. Н., & Касаткин, С. Е. (2015). Adaptive approach and problems of its realization in models of portfolio investment. Modern Economics: Problems and Solutions, 3, 163-171. Retrieved from https://journals.vsu.ru/meps/article/view/5133
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