Asset diversification problems in conditions of high volatility of financial markets

Проблемы диверсификации активов в условиях высокой волатильности финансовых рынков

Inna V. Nekrasova (Некрасова И.В.) and Maxim A. Konstantinov (Константинов М.А.)
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Inna V. Nekrasova (Некрасова И.В.): Southern Federal University
Maxim A. Konstantinov (Константинов М.А.): Southern Federal University

State and Municipal Management Scholar Notes, 2023, vol. 4, 86-92

Abstract: The article analyzes the main strategies for constructing an investment portfolio and provides recommendations for optimizing the risk-return ratio of the portfolio by selecting the appropriate investment proportions for each asset based on the theory of G. Markowitz using Excel. The author of the article examined in detail the main advantages and disadvantages of strategies for allocating investor funds within the invest-ment portfolio. Based on the analysis carried out, the author of the article gave recommendations on the selec-tion of financial assets for the of investment portfolio design depending on the cycle of economic activity.

Keywords: diversification; investment proportions; portfolio profitability; portfolio; portfolio optimization; risk; strategy (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:rnp:smmscn:s23412

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