Double-level indication of globalization effects in portfolio investment models

Abstract

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