Interior index models and their application in problems of portfolio investment

Abstract

The concept «interior index» is entered and possibility of its application is discussed at justification of investments into real and financial assets. It is offered by analogy to single-index models to estimate interior index and to use them for creation of diagonal model of Sharp. The conclusion of formulas necessary for this purpose is considered and their substantial interpretation is given. Results of the computing experiment, allowed to recommend the offered approach for practical use in problems of justification of investment decisions are given.