The features of investment portfolio formation in the global currency market

Authors

DOI:

https://doi.org/10.3846/vvf.2016.002

Keywords:

global currency market, Forex, investment portfolio, double trump model, Markowitz model, risk management

Abstract

This article describes the role of the global Forex currency market in all the other financial markets. The main features and peculiarities of this market discussed. The opportunities of portfolio formation and management in the global foreign exchange market submitted. The authors analyse and compare among themselves Markowitz and double trump models, distinguish their advantages and disadvantages and application opportunities of formation investment portfolios in global currency market. In addition, the risks of the transactions indicated and offered the measures and financial tools of prevention or avoidance. The analysis of the theoretical sources performed and the conclusions provided.

Published

2016-01-01

Conference Event

Section

Financial Management