Analysis of economic indicators of investment portfolios
Автор: Devlet-geldy G.K., Shishkin N.S.
Журнал: Экономика и бизнес: теория и практика @economyandbusiness
Статья в выпуске: 10-1 (80), 2021 года.
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The economic indicators characterizing the attractiveness of the investment portfolio in terms of risk, profitability and their interrelation are considered. The strengths and weaknesses of the coefficients of the standard deviation of portfolio profitability, beta, Sharp, Sortino are analyzed. The expediency of their complex use in the short term is justified.
Investments, investment portfolio, economic indicators, investment portfolio assessment
Короткий адрес: https://sciup.org/170183105
IDR: 170183105 | DOI: 10.24412/2411-0450-2021-10-1-106-110