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Asset diversification problems in conditions of high volatility of financial markets
[Проблемы Диверсификации Активов В Условиях Высокой Волатильности Финансовых Рынков]

Author

Listed:
  • Inna V. Nekrasova (Некрасова И.В.)

    (Southern Federal University)

  • Maxim A. Konstantinov (Константинов М.А.)

    (Southern Federal University)

Abstract

The article analyzes the main strategies for constructing an investment portfolio and provides recommendations for optimizing the risk-return ratio of the portfolio by selecting the appropriate investment proportions for each asset based on the theory of G. Markowitz using Excel. The author of the article examined in detail the main advantages and disadvantages of strategies for allocating investor funds within the invest-ment portfolio. Based on the analysis carried out, the author of the article gave recommendations on the selec-tion of financial assets for the of investment portfolio design depending on the cycle of economic activity.

Suggested Citation

  • Inna V. Nekrasova (Некрасова И.В.) & Maxim A. Konstantinov (Константинов М.А.), 2023. "Asset diversification problems in conditions of high volatility of financial markets [Проблемы Диверсификации Активов В Условиях Высокой Волатильности Финансовых Рынков]," State and Municipal Management Scholar Notes, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 86-92.
    • Handle: RePEc:rnp:smmscn:s23412
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