From two-dimensional profit-risk to three-dimensional profit-reliability-risk in financial markets

Abstract

It is often not enough to know only profitability and risk parameters of the portfolio possibilities. An adequate portfolio, retaining profitability and risk commensuration possibilities reveals also profitability and reliability, as well as reliability and risk commensuration possibilities. With the help of such portfolio technique efficient investment strategies in capital markets could be formed. Thus the main objective of the research is to take a glance at investment process throughout portfolio profit possibilities, reliability of every of these possibilities, riskiness of these possibilities and, of course, the utility and risk for investor.