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۱The Computational Model of Financial Portfolios in the CAPM
نویسنده(ها):
اطلاعات انتشار: World Applied Sciences Journal، بيست و دوم،شماره۱۲، ۲۰۱۳، سال
تعداد صفحات: ۵
The Republic of Kazakhstan is integrated in the global system as a country with a small openeconomy. The main exogenous financial performance: the structure and profitability of portfolios of risky assets formed in the external environment, in the global financial markets does not depend on the behavior of countries. Optimizing of financial portfolios of risky assets is the basis of modern theories of financial portfolios in the market of fixed capital. The goal of building an investment portfolio is particularly relevant for investment institutions, i.e. organizations professionally involved in accumulation of financial resources of their clients and use them in the capital market. Effective management of financial assets of the company involves the development and use of various models of investment portfolio. Such a model is developed in the mid 60s by William Sharpe and John Lintern and was named the valuation of financial assets (Capital Asset Pricing Model–CAPM). The article deals with one aspect of the theory of investment portfolio – the formation of efficient portfolio with restrictions on the share of its constituent assets. The paper presents the basic models and algorithms for solving problems in the interpretation of the pension fund.
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