Nekrasova I.V. ASSETALLOCATION IN A PASSIVE INVESTOR’S PORTFOLIO
DOI: https://doi.org/10.15688/ek.jvolsu.2025.1.13
Inna V. Nekrasova
Candidate of Sciences (Economics), Associate Professor, Department of Finance and Credit, Southern Federal University, M. Gorkogo St, 88, 344002 Rostov-on-Don, Russian Federation, This email address is being protected from spambots. You need JavaScript enabled to view it. , https://orcid.org/0000-0002-1230-1762
Abstract. In modern scientific literature, there is no consensus regarding the definition of the essence of the concept of “investment portfolio management strategy.” This determines the relevance of the study. In the context of high volatility of financial markets in Russia and in the world, answers to the questions of where to invest your funds and in what proportion in order to diversify financial risks are of particular importance. The purpose of this study is to determine the essence of the concept of “asset allocation in portfolio investments” and the choice of the method of their allocation within the framework of a passive portfolio management strategy. The study identified the main reasons for the decline in capitalization of the Russian stock market, as well as the specific features of global financial markets. The article provides an overview of the main works devoted to the problems of asset allocation in an investment portfolio, as well as an analysis of the essence and classification of portfolio investment strategies. As a result of the study, the concepts of portfolio investment strategy and tactics were clarified, the need for optimization of the risk-return ratio based on the theory of G. Markowitz was substantiated, and recommendations were given on the choice of asset allocation methods in a portfolio within the framework of a passive investment strategy.
Key words: portfolio investments, financial markets, asset allocation, investment strategy, return and risk.
ASSETALLOCATION IN A PASSIVE INVESTOR’S PORTFOLIO by Nekrasova I.V. is licensed under a Creative Commons Attribution 4.0 International License.
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