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Условия за съществуване на оптимален двуактивен портфейл
Conditions for existence of optimal biactive portfolio

Author(s): Rossen Nikolaev
Subject(s): Economy
Published by: Институт за икономически изследвания при Българска академия на науките

Summary/Abstract: Some aspects connected with biactive portfolio of stocks are examined. The notions of σ- and V-portfolio and respectively σ- and V-optimal portfolio are defined. The assertion of the existence of V-biactive portfolios is formulated and proven. Some conditions are drawn out in the presence of which, between the stocks of two companies, from the existence of V-portfolios derives the existence of σ-portfolios and vice versa. The obtained theoretical results are applied for examination of the existence of σ- and V-portfolio between some stocks in the stock market in Bulgaria for ten of the most traded company stocks.

  • Issue Year: 2003
  • Issue No: 3
  • Page Range: 79-100
  • Page Count: 22
  • Language: Bulgarian