Home  Journals  Economic Analysis: Theory and Practice  6(213) - 2011 February

Applicability of the theory of efficient portfolios in the Russian stock market

Available online: 15 February 2011

Subject Heading: Economic-mathematical modelling

JEL Classification: 

The presented model portfolios related to pre-crisis and crisis periods, calculated on the basis of stock quotes using the simplest algorithm approach to effective front. An analysis model of similarity formulations portfolios, exceeding the benchmark in terms of profitability and reliability, containing a significant proportion of failed overall selection of the local issuer.

Keywords: effective, correlation, product, investment, profitability

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ISSN 2311-8725 (Online)
ISSN 2073-039X (Print)

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