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How to work in the uncertain market conditions

Author

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  • Dmitry Baryshevsky

    (Research Institute of Nuclear Problems, Minsk, Belarus)

Abstract

The restrictions dealt with application of traditional methods of the analysis of equities are considered. It is shown that the methods of analysis, which have recommended themselves well in natural sciences, cannot be directly used in financial market study. The objective of this article is to show the opportunity of successful management of the equity portfolio by applying of complex multifacror strategies.

Suggested Citation

  • Dmitry Baryshevsky, 2002. "How to work in the uncertain market conditions," Finance 0211007, EconWPA, revised 22 Nov 2002.
  • Handle: RePEc:wpa:wuwpfi:0211007 Note: Zipped postscript, 6 pages, figures are included
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    References listed on IDEAS

    as
    1. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
    2. Domenico Cuoco & Hong Liu, 2000. "A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements," Mathematical Finance, Wiley Blackwell, vol. 10(3), pages 355-385.
    3. Nicole El Karoui & Monique Jeanblanc-Picqué, 1998. "Optimization of consumption with labor income," Finance and Stochastics, Springer, vol. 2(4), pages 409-440.
    4. Kramkov, D.O., 1994. "Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets," Discussion Paper Serie B 294, University of Bonn, Germany.
    5. Föllmer, Hans & Kramkov, D. O., 1997. "Optional decompositions under constraints," SFB 373 Discussion Papers 1997,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    6. I. Klein & L. C. G. Rogers, 2007. "Duality In Optimal Investment And Consumption Problems With Market Frictions," Mathematical Finance, Wiley Blackwell, vol. 17(2), pages 225-247.
    7. Cuoco, Domenico, 1997. "Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income," Journal of Economic Theory, Elsevier, vol. 72(1), pages 33-73, January.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    equity evaluation; equity portfolio managment; phases of the market; strategies portfolio construction;

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets

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