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Эконометрический анализ динамики российских паевых инвестиционных фондов в кризисный и посткризисный периоды

Zaytsev, Alexander - 2011

Using estimated CAPM-models portfolio risks of Russian mutual funds are analyzed. Two questions are considered: how did …

Persistent link: https://www.econbiz.de/10015236768

Optimalʹnyj portfelʹ cennych bumag na nestacionarnom neravnovesnom rynke

Pervozvanskij, Anatolij Arkadʹevič - In: Ekonomika i matematičeskie metody 35 (1999) 3, pp. 63-68

Persistent link: https://www.econbiz.de/10001430560

Optimizacija struktury portfelja cennych bumag

Lukašin, Jurij Pavlovič - In: Ekonomika i matematičeskie metody 31 (1995) 1, pp. 138-150

Persistent link: https://www.econbiz.de/10001182443

Ob odnom algoritme formirovanija optimalʹnogo portfelja investicionnych proektov

Micelʹ, Artur Aleksandrovič; Kaštanova, Olʹga … - In: Ekonomika i matematičeskie metody 37 (2001) 4, pp. 103-108

Persistent link: https://www.econbiz.de/10001644187

Непараметрические оценки эффективности российских банков

Golovan, Sergei; Nazin, Vladimir; Peresetsky, Anatoly - 2010

Non-parametric estimates of technical efficiency of Russian banks are considered for each quarter in the period of 2002–2006. Two types of DEA estimates CCR (Charnes, Cooper, Rhodes, 1978) and BCC (Banker, Charnes, Cooper, 1984), are compared with parametric SFA estimates. Semiparametric...

Persistent link: https://www.econbiz.de/10015242511

Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012

Solntsev, O.; Mamonov, M.; Pestova, A.; Magomedova, Z. - In: Journal of the New Economic Association (2011) 12, pp. 41-76

The article summarizes the key results of researches in the field of early warning systems for financial crises, conducted by the Center for Macroeconomic Analysis and Short-Term Forecasting (CMASF) since 2005. The proposed early warning system consists of three major blocks: the leading...

Persistent link: https://www.econbiz.de/10009422045

Модель опционного ценообразования при расчете величины чистых активов (A Model of Option Pricing When Calculating Size of Net Assets)

Филин, Сергей - 2018

Russian Abstract: В условиях неопределенности могут быть реализованы различные варианты денежных потоков и, соответственно, получены разные оценки эффективности, что...

Persistent link: https://www.econbiz.de/10012921065

Метод решения обратных задач экономического анализа на основе статистических данных (The Method for Solving Inverse Problems of Economic Analysis Using Statistical Data)

Gribanova, Ekaterina - 2018

-economic development of the region by 4.68%. The study used the methodology of the theory of inverse calculations, regression analysis, and …

Persistent link: https://www.econbiz.de/10012929412

Portfelʹnye investicii v mire i Rossii: vybor strategii

Evstigneev, Vladimir R. - 2002

Persistent link: https://www.econbiz.de/10001795508

Osobennosti formirovanija meždunarodnogo investicionnogo portfelja v SŠA

Sajamov, N. - In: Vestnik naučnoj informacii (1997) 12, pp. 46-68

Persistent link: https://www.econbiz.de/10001662750