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Formation of the Optimal Investment Portfolio as a Precondition for the Bank’s Financial Security
Journal of Economics and Business Research
View Archive Info| Field | Value | |
| Title |
Formation of the Optimal Investment Portfolio as a Precondition for the Bank’s Financial Security
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| Creator |
Shapovalova, Anna
Shapovalova, Svetlana |
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| Subject |
financial security, investment portfolio, risk, return on investment, variance, securities, covariance, yield.
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| Description |
This article analyses the definition of the bank’s financial security and investment activities. It describes a few types of models of bank’s risks management and the method CAPM, which is chosen for use. In support for the chosen CAPM method, we included the mathematical model that allows elaborating an optimal investment portfolio. The model stands at the basis of this method and a case study of one of Ukrainian banks.
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| Publisher |
Journal of Economics and Business Research
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| Contributor |
—
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| Date |
2015-06-19
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://www.uav.ro/jour/index.php/jebr/article/view/521
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| Source |
Journal of Economics and Business Research; Vol 21, No 2 (2015): J of Economics & Business Research; 106 - 116
2069-9476 2068-3537 |
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| Language |
eng
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| Relation |
http://www.uav.ro/jour/index.php/jebr/article/view/521/pdf.
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| Rights |
Copyright (c) 2015 Journal of Economics and Business Research
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