Abstract

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

Cite as: Oliynyk, V., Frolov S. & Leshchenko, Yu. (2012). Some aspects of financial instruments portfolio optimization. Marketing and Management of Innovations, 1, 140-147. https://doi.org/10.21272/mmi.2012.1-15

This work is licensed under a Creative Commons Attribution 4.0 International License

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