Home  Journals  Finance and Credit  20(356) – 2009 May

Methodological background of the portfolio interval theory

Available online: 16 September 2009

Subject Heading: Stock market

JEL Classification: 

The article provides the critical analysis of the modern state of the portfolio theory, lists the basic faults of the existing approaches to the securities portfolio formation. It gives the author’s point of view on the concept of portfolio as well as the proprietary approach to the informational state of capital markets and investors’ behaviour. It develops an approach to forming a financial assets portfolio, relying on the classical tools of the portfolio theory and the tools of the options’ pricing theory.

Keywords: portfolio, securities, profitability, options, market, capital, investor, ignorance area, straddle

View all articles of issue

ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

Journal current issue

Vol. 30, Iss. 4 April 2024

Archive