Home  Journals  Finance and Credit  8(536) - 2013 February

Investment portfolio optimization in case of allowance and prohibition of short sales

Available online: 27 February 2013

Subject Heading: Investment potential

JEL Classification: 

In the article the main theoretical pre-conditions of investment portfolio formation are systemized. The analysis of the stages of investment media choice from portfolio investor's standpoint is given. The methods of securities portfolio formation and management in case of allowance and prohibition of short sales are considered. As a result of the carried-out analysis schedules of dependence of risk and profitability of investment portfolios of securities of the Russian issuers are constructed, and optimum portfolios are defined at various positions of the investor.

Keywords: investments, investment portfolio, short position, long position, forming, management, optimization

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

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