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

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.

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