[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/a/srs/jarle0/v9y2018i2p428-441.html
   My bibliography  Save this article

Using Structured Instruments in Managing a Portfolio of Financial Assets from the Standpoint of Protecting Capital and Increasing Profits

Author

Listed:
  • Tatiana Grigorievna BONDARENKO

    (Spiru Haret University)

  • Nikolai Valentinovich DMITRIEV

    (Moscow University for Industry and Finance Synergy Moscow Russian Federation)

  • Ekaterina Anatolievna ISAEVA

    (Moscow University for Industry and Finance Synergy Moscow Russian Federation)

  • Veysal Seyfal AYYUBOV

    (Mingachevir State University Azerbaijan)

Abstract
The article analyzes practical approaches to managing a portfolio of financial assets through operations with financial vehicles that allow implementing strategies with a guarantee of preserving the capital value Development of the theory of financial assets portfolio formation in historical retrospect is analyzed and ways of portfolio formation using scientific theories of such economists as Harry Markowitz and William Sharpe are reviewed Classification of investment portfolios is provided and structured instruments allowing simultaneously minimizing the risk of capital loss and increasing the potential yield of financial assets portfolio are offered on their basis The developed recommendations on improving the management of the financial assets portfolio using structured instruments based on the conducted analysis allowed to select and adapt several real market structured instruments that made it possible both to implement the function of capital protection and form the portfolio yield at the same time

Suggested Citation

  • Tatiana Grigorievna BONDARENKO & Nikolai Valentinovich DMITRIEV & Ekaterina Anatolievna ISAEVA & Veysal Seyfal AYYUBOV, 2018. "Using Structured Instruments in Managing a Portfolio of Financial Assets from the Standpoint of Protecting Capital and Increasing Profits," Journal of Advanced Research in Law and Economics, ASERS Publishing, vol. 9(2), pages 428-441.
    • Handle: RePEc:srs:jarle0:v:9:y:2018:i:2:p:428-441
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:srs:jarle0:v:9:y:2018:i:2:p:428-441. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Claudiu Popirlan (email available below). General contact details of provider: http://journals.aserspublishing.eu/jarle .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.