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1. Markowitz H.M. Portfolio Selection / Harry M. Markowitz. // Journal of Finance. 1952. 7. . 77-91.

   

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3. Tobin J. Liquidity Preference as Behavior Towards Risk / J.Tobin // The Review of Economics Studies. 1958. Vol.25, .2. P. 65-86.

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http://www.nbuv.gov.ua/portal/Soc_Gum/Mise/2010_81/Babenuk.pdf.




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10. .. [ ] / .. , .. // ³ . 2010. 1. : http://www.nbuv.gov.ua/portal/Soc_ Gum/Vdie/2010_1/files/25.pdf.

11. ѻ 2007 [ ]. : http://www.rts.ru/ru/archive/agrsecurityresults.html.

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13. . (RTSI) [ ]. : http://www.rts.ru/ru/index/stat/dailyhistory.html?code=RTSI.

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V.M. Oliynyk, S.M. Frolov, Yu.I. Leshchenko Some aspects of financial instruments portfolio optimization This article considers scientifically methodological approaches to the formation of the optimal portfolio. H.Markowitz and W.Sharpe models are considered, their comparative analysis is provided, indifference curves for these models are drawn. Analysis of the investment portfolio optimization models is perfomed on the basis of security excange RTS data.

Keywords: optimal portfolio, optimization, investment portfolio, Markowitz portfolio, Sharpe porfolio.

   



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352.330.332 ³, в ϲ Ҳ Ҳ ˲ ̲ ̲ , , - . : , - , , , , . . ....

06.03.2012 159- 2011 1. 3 2. 3 2011 3. 7 2011 3.1. 7 , , ...

̲Ͳ ֲ ֲί ˲ 29 2004 336 1 , , ̳ 25 2013 621 , , ...

̲Ͳ ί ˲ ֲ Ͳ IJ 115- ̲Ͳ ͲͲ 2011 63 (06) / .: .. (. .) . : 2011. . : . 340 . ...

97 332.142.6:314.3 . . Ҳ : òί ֲ .. . , . : , , , . -ղ . ...

ί Ͳ - - http://www.mnau.edu.ua/ua/04_05.html ̳ - - ί Ͳ ...

658.821 JEL Classification: M30, M31 , Ӳ, ˲ IJ ֲί ֲ ϲȪ , . ...

̲Ͳ ² () IBM Canada, . () -, . - () 쳿 , . () , . - () () ()...

̲Ͳ ’ ֲֲ ֲ Ͳ ֲ в ̲ί -ί INTERNETֲ IJ ί ̲, , ², , , , MANAGEMENT AND MARKETING IN THE MODERN ECONOMY, SCIENCE, EDUCATION AND PRACTICE 27 28 2014 . ,...

ISSN 2071 8187. 005.591.3:658 òͲ ˲ ϲ ˲ ϲȪ . : . ...




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