Drukerovskij vestnik 2016; 1:
http://dx.doi.org/10.17213/2312-6469-2016-1-98-105
FORMATION OF A PORTFOLIO OF FINANCIAL INVESTMENTS ON PRINCIPLES MODERN PORTFOLIO THEORY
Burkaltseva Diana D. – Doctor of Economic Sciences, Associate
Professor, Professor at the Department of ―Finance companies and Insurance‖ of
the Institute of Economics and Management of V.I. Vernadsky Crimean Federal
University, Simferopol, Russia.
62 Chelnokova st., Feodosia, Republic of Crimea, 298109, Russia
Тел.: +79780693147, е-mail: di_a@mail.ru
Nogas Irina L. - second-year master student of Institute of Economics
and Management of V.I. Vernadsky Crimean Federal University, Simferopol,
Russia.
45b Bespalova st., Simferopol, Republic of Crimea, 295000, Russia
Тел.: +79788521310, е-mail: irinadrobik@gmail.com
Abstract
Every investor seeks to invest to get the necessary level of profitability, thus, saving
them from the negative influence of economic factors. To manage investments in the stock
market to create an investment portfolio - at the same time funds are invested in several
securities. And to get the most effective portfolio optimization carried out depending on the
level of risk and return - the combination of different types of securities. In the article the
best-known economic-mathematical model of building an effective investment portfolio:
optimization model Harry Markowitz and William Sharpe index model. These models are
used in the package MS Excel using statistical data on share prices on the stock exchanges.
The results were analyzed, the basic advantages and disadvantages of models of Harry
Markowitz and William Sharpe.
Keywords: management, investment, investor, investment portfolio risks.
Full text: [in elibrary.ru]
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