Problems of Financial Instruments Portfolio Management
2005
Konstantins Kozlovskis, Nataļja Lāce

The methods of financial investment management offered by the authors are worked out, first of all, for small and medium investors, who can invest temporarily free funds in different financial instruments to get a speculative profit. The ultra short-term investments are the base of the offered methods. The main feature of the offered model is that the optimal parameters formed the model are calculated by modeling the corresponding functional dependences at constant other parameters. The choice of model’s optimal parameters is realized in the article. It is shown that in the ultra-short-term period investment management has some features and essentially differs from the long-term investments used by large institutional investors.


Keywords
modern portfolio theory, volatility, expected risk and return, financial instrument, data series, data time format, length of data, small and medium enterprises

Kozlovskis, K., Lāce, N. Problems of Financial Instruments Portfolio Management. Economics and Business. Vol.10, 2005, pp.31-38. ISSN 1407-7337.

Publication language
English (en)
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