The article presents an analysis of the theories of the investment portfolio optimization, characterizes diversification strategies, gives the evaluation of the Russian theory of optimization of investment portfolios.
investment portfolio, the optimization of the investment portfolio, securities, diversification, the Russian financial market.
Каждый инвестор в зависимости от целей инвестирования придерживается собственной стратегии размещения средств, учитывая при этом конъюнктурное состояние рынка ценных бумаг, имеющие место экзогенные и эндогенные факторы. В настоящее время состояние финансового рынка таково, что необходимо быстро и адекватно реагировать на все его изменения, следовательно, резко возрастает роль правильного формирования состава и структуры портфеля ценных бумаг, грамотного управления им. Для того чтобы выбрать оптимальную структуру инвестиционного портфеля, нужно найти определенный баланс между ликвидностью, доходностью и уровнем риска инвестиции. Этой цели служат различные модели выбора оптимального портфеля.
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