The possibility to minimize volatility of the systematic risk while maximizing returns, is the use of an optimized buy long/sell short strategy that takes into account, that the market model is kinky. The equation of the market model – including a beta plus for increasing markets and a beta...

The approach shows the scientific background of eliminating the market risk of an optimized portfolio and the use of marginal probabilities of ruin for optimized amounts of investments.For this reason the mathematical expectations of the parameters of the market model in the portfolio result to...