Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management
The increasing array of financial assets and investment opportunities nowadays is making investors consider new ways of investment portfolio formation and management. Many choose to take advantage of a wide variety of forecasting models in order to enhance investment portfolio performance results. H...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2025-06-01
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| Series: | Economics and Culture |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/jec-2025-0009 |
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| Summary: | The increasing array of financial assets and investment opportunities nowadays is making investors consider new ways of investment portfolio formation and management. Many choose to take advantage of a wide variety of forecasting models in order to enhance investment portfolio performance results. However, each forecasting model has its application peculiarities, strengths, weaknesses and distinctive features. This paper offers a methodological basis and evaluation of the application of the ARIMA forecasting model in investment portfolio formation and management. The purpose of the research is to evaluate the effectiveness of ARIMA model predictions in investment portfolio creation and management. |
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| ISSN: | 2256-0173 |