SOME SIMULATIONS ON THE PORTFOLIO RISK AND RETURN: A METHODOLOGICAL NOTE

Fitim  Deari; Izet  Zeqiri; Sadri  Aliji

doi:10.35945/gb.2019.07.007

SOME SIMULATIONS ON THE PORTFOLIO RISK AND RETURN: A METHODOLOGICAL NOTE

ავტორები

Fitim Deari Associated Professor, South East European University, Republic of North Macedonia ავტორი
Izet Zeqiri Professor, South East European University, Associate Member of the Macedonian Academy of Sciences and Arts, Republic of North Macedonia ავტორი
Sadri Aliji Associated Professor, South East European University, Republic of North Macedonia ავტორი

DOI:

https://doi.org/10.35945/gb.2019.07.007

საკვანძო სიტყვები:

INVESTMENT, CORRELATION, WEIGHT, PORTFOLIO, STOCK

ანოტაცია

In this study we try to demonstrate mainly from the methodological and pedagogical perspective how investment weights and the correlation between securities are manifested on the portfolio risk and return. Empirical data are examined from 2010 to 2018 and for experimental purpose two companies are randomly selected. Totally five simulations are performed using Excel.
The fifth simulation presents the case of optimal proportions for an investor which efforts to minimize the portfolio risk.

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ჩამოტვირთვები

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გამოქვეყნებული

2023-07-11

გამოცემა

ტომ. 4 No. 7 (2019): გლობალიზაცია და ბიზნესი

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ეს ნამუშევარი ლიცენზირებულია Creative Commons Attribution-NonCommercial-ShareAlike 4.0 საერთაშორისო ლიცენზიით .

როგორ უნდა ციტირება

SOME SIMULATIONS ON THE PORTFOLIO RISK AND RETURN: A METHODOLOGICAL NOTE. (2023). გლობალიზაცია და ბიზნესი, 4(7), 59-62. https://doi.org/10.35945/gb.2019.07.007