Statistical analysis of the minimum risk securities portfolio
Abstract
Statistical analysis of the minimum risk securities portfolio
Incoming article date: 13.03.2018The article discusses the problem of building a portfolio of securities. Analyzed the two models on the basis of sample data on the course of profitability of the five firms according to the site Investing.ru. A comparative analysis of risk of return of the portfolios obtained by the models of black and Markowitz. With the help of MS Excel software tools, a portfolio of minimum risk securities by Markovits is formed. Black and Markowitz models are compared, the conclusion that the investor must finally accept is formulated.
Keywords: Investments, portfolio theory, expected return, yield, variance, risk, securities, minimum risk, value, equity, black, Markowitz