Prospecting for sustainable investment possibilities in financial markets

Abstract

The main objective of the paper is to analyse the author's proposed model, which is adequate for stock prices and currency exchange rates markets stochasticity, as well as discuss its application to investor's possibiliries research in those markets. The paper is grounded on the hypothesis of stratification of stock profitability ratios, traded on the market. In other words, the concept of stratification means concentration into certain groups in risk-profitability plane. If the hypothesis proved overall, then a constructive scheme for investor's possibilities research in exchange and capital markets would appear, as well as efficient investment strategies would develop.