FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM
The article describes a popular model for evaluating capital assets CAPM. Studied the method offorming an efficient investment portfolio, using this model. Unlike investigated by the CAPM model, the index W. Sharpe. The basic principles for the selection of the investment portfolio. Studied the main...
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| Format: | Article |
| Language: | Russian |
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North Caucasus Federal University
2022-05-01
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| Series: | Вестник Северо-Кавказского федерального университета |
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| Online Access: | https://vestnikskfu.elpub.ru/jour/article/view/982 |
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| _version_ | 1849244950756065280 |
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| author | Yulia Konopleva |
| author_facet | Yulia Konopleva |
| author_sort | Yulia Konopleva |
| collection | DOAJ |
| description | The article describes a popular model for evaluating capital assets CAPM. Studied the method offorming an efficient investment portfolio, using this model. Unlike investigated by the CAPM model, the index W. Sharpe. The basic principles for the selection of the investment portfolio. Studied the main results ofthe model CAPM, is to divide, which shows the optimal combination of assets in the portfolio without taking into account the investor's subjective preferences. The advantages and disadvantages of the model under investigation. In connection with the identified shortcomings in the model of CAPM, we investigated the modified capital asset pricing model. Included in these additional parameters are created only in order to increase the accuracy offorecasting for efficient portfolio. |
| format | Article |
| id | doaj-art-eb2dee3acbd44540a514ba855d60fcee |
| institution | Kabale University |
| issn | 2307-907X |
| language | Russian |
| publishDate | 2022-05-01 |
| publisher | North Caucasus Federal University |
| record_format | Article |
| series | Вестник Северо-Кавказского федерального университета |
| spelling | doaj-art-eb2dee3acbd44540a514ba855d60fcee2025-08-20T03:58:59ZrusNorth Caucasus Federal UniversityВестник Северо-Кавказского федерального университета2307-907X2022-05-01016770980FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPMYulia Konopleva0North Caucasus Federal UniversityThe article describes a popular model for evaluating capital assets CAPM. Studied the method offorming an efficient investment portfolio, using this model. Unlike investigated by the CAPM model, the index W. Sharpe. The basic principles for the selection of the investment portfolio. Studied the main results ofthe model CAPM, is to divide, which shows the optimal combination of assets in the portfolio without taking into account the investor's subjective preferences. The advantages and disadvantages of the model under investigation. In connection with the identified shortcomings in the model of CAPM, we investigated the modified capital asset pricing model. Included in these additional parameters are created only in order to increase the accuracy offorecasting for efficient portfolio.https://vestnikskfu.elpub.ru/jour/article/view/982финансовые активыинвестициимодельпортфельуправлениерынок ценных бумагfinancial assetsinvestmentmodelportfolio managementsecurities market |
| spellingShingle | Yulia Konopleva FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM Вестник Северо-Кавказского федерального университета финансовые активы инвестиции модель портфель управление рынок ценных бумаг financial assets investment model portfolio management securities market |
| title | FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM |
| title_full | FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM |
| title_fullStr | FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM |
| title_full_unstemmed | FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM |
| title_short | FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM |
| title_sort | formation of the investment portfolio on the basis of the capm |
| topic | финансовые активы инвестиции модель портфель управление рынок ценных бумаг financial assets investment model portfolio management securities market |
| url | https://vestnikskfu.elpub.ru/jour/article/view/982 |
| work_keys_str_mv | AT yuliakonopleva formationoftheinvestmentportfolioonthebasisofthecapm |