Kaip sudaryti galimybių portfelį, Asmeninis investicinis portfelis ir jo valdymas - krkc.lt
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- Investicijų portfeliai | SEB bankas
- Investicinio portfelio formavimo principai: trys galimybės Publikuota: Investuojant ne mažiau svarbu už grąžą yra asmeninis investavimo planas.
- Diversifikavimo galimybių ir jų poveikio portfelių efektyvumui tyrimas Lietuvos akcijų rinkoje
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Objective of research is to carry out an analysis of previous portfolio diversification research, to evaluate diversification opportunities of share portfolios in the Lithuanian market and their impact on portfolio efficiency.
The following tasks have been formulated in order to achieve this objective: 1.
To analyse and summarize the development of portfolio theories and the importance of diversification of the portfolios efficiency. To develop the research methodics of opportunities for diversification of portfolios and their impact on the efficiency of the portfolios.
To determine a portfolio diversification effect in the Lithuanian stock market.
To assess the efficiency of share portfolios. Research methods. Mathematical and statistical techniques and computer software package for Microsoft Excel and SPSS are used while determining the number of shares in the portfolio kaip sudaryti galimybių portfelį for maximum elimination of non-systemic risk and assessing the efficiency of portfolios.
Research Results. The first part of the work deals with portfolio theories and their development, the essence and importance of portfolio diversification in portfolio formation, and the diversification measurement indicators.
The second part of the work deals with the preparation of kaip sudaryti galimybių portfelį research methodics of assessment of diversification possibilities kaip sudaryti galimybių portfelį their impact on portfolio efficiency.
It is based on the research logical scheme in which the following research steps are identified: calculation of shares returns; calculation of risk of shares returns; estimation of correlation of shares returns; selection of shares in portfolios in accordance with the correlation coefficients and the industrial sectors; calculation of returns and standard deviations of portfolios; assessment of portfolios diversification effects; assessment of kaip sudaryti galimybių portfelį efficiency.
Investicinio portfelio valdymas
The third part of the nustatykite vertę iš tendencijų linijos deals with the assessment of diversification effect and kaip sudaryti galimybių portfelį of portfolios in the Lithuanian stock exchange market.
The research results showed that forming naive portfolios, the diversification effect is slightly larger than forming the portfolios with different shares weights estimated by capitalization. Uniquely most efficient portfolio with different shares weights, considering total risk, is composed of kaip sudaryti galimybių portfelį stocks.
The maximum efficiency of naive stock portfolios is achieved by a combination of 18 stocks. The results showed that all the portfolios consisting of stocks with different weights, increasing the number of shares up to 12, are significantly more efficient than the naive portfolios. The inclusion in the portfolios from 13 to 39 shares changed the situation in favour of naive portfolios.
Testing results confirm the finding that a threshold analysis, as a compromise between the rising transaction costs on the one hand, and declining standard deviations, on the other hand, is important.