Double-Level Indication of Globalization Effects in Portfolio Investment Models
Valeriy V. Davnis1, Viktoriya I. Tinyakova2, Valeriy A. Fetisov3, Marina A. Chervontseva4, Svetlana I. Oparina5
1Valeriy V. Davnis, Belgorod State University Pobedy Str. Belgorod, Russia.
2Viktoriya I. Tinyakova, Belgorod State University Pobedy Str. Belgorod, Russia.
3Valeriy A. Fetisov, Belgorod State University Pobedy Str. Belgorod, Russia.
4Marina A. Chervontseva, Belgorod State University Pobedy Str. Belgorod, Russia.
5Svetlana I. Oparina, Moscow Metropolitan Governance University Sretenka Str Moscow, Russia.
Manuscript received on 28 September 2019 | Revised Manuscript received on 07 October 2019 | Manuscript Published on 22 October 2019 | PP: 254-260 | Volume-8 Issue-3S October 2019 | Retrieval Number: C10591083S19/2019©BEIESP | DOI: 10.35940/ijrte.C1059.1083S19
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© The Authors. Blue Eyes Intelligence Engineering and Sciences Publication (BEIESP). This is an open access article under the CC-BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
Abstract: In well-known reasons, the question of influence of globalization on decisions in the theory of portfolio investment was not discussed, since this was not necessary. The relevance of such a research became actual after the appearance of “young” financial markets only, where the processes of profitability formation of financial assets depended on globalization. In this article, to study this problem, proposed a model that describes a double-level mechanism for profit generating. Usage of this model allowed us to set the specificity of the influence of globalization to the main characteristics of portfolio decisions. Based on this specificity was modified the Sharp’s diagonal portfolio investment model with the aim of its practical use in the context of globalization. The performed calculations confirmed the validity of the theoretical recommendations.
Keywords: Securities Portfolio, Globalization Effects, Stock Indices, Modeling of Profitability, Major Components, Double-Level Model of the Assets Return.
Scope of the Article: Seismic Evaluation of Building Nonstructural Components