Abstract
The mail solution for compiling and structuring an investment portfolio is the distribution between stocks and bonds, often based on classical indicators and methods from modern portfolio theory (MPT). This article examines the question of whether to rely on asset correlation when forming a portfolio of securities of Russian issuers, when the return on assets has an uneven distribution or when the relationship between variables is not linear
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Scientific Works of the Free Economic Society of Russia
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.