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Поведение частных инвесторов на фондовых рынках России и США (Behavior of Private Investors in the Stock Markets of Russia and the US)...
Abramov, Alexander E.; Kosyrev, Andrey; Radygin, Alexander - 2022
Russian Abstract: В течение последних двух лет на фондовые рынки России и США пришли миллионы новых частных инвесторов, однако их численность в Российской Федерации...
Persistent link: https://www.econbiz.de/10013296892
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Faktory, okazyvajuščie vlijanie na indeks RTS vo vremja finansovogo krizisa 2008 - 2009 gg. i do nego
Samojlov, D. V. - In: Ėkonomičeskij žurnal Vysšej Školy Ėkonomiki : … 14 (2010) 2, pp. 244-267
Persistent link: https://www.econbiz.de/10008649577
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Анализ модельного риска использования технологии мультипликаторов при оценке акций российских компаний (Assessment of Model Risk of Technology Use Multipliers in the Valuation of S...
Minasyan, Vigen Babkenovich - 2020
мер риска Value-at-Risk (далее — VaR) и Expected Shortfall (далее — ES), вычисленных с волатильностью, рассчитанной … risk measures Value-at-Risk (hereinafter referred to as VaR) and Expected Shortfall (hereinafter referred to as ES … by V. B. Minasyan. It was established that for nine sectors of the Russian economy, estimates of VaR and ES risk measures …
Persistent link: https://www.econbiz.de/10012832965
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Оценка рисков, возникающих при применении технологии мультипликаторов при оценке акций (Assessment of the Risk Arising at Use of Multiples Technology for Share Assessment)...
Minasyan, Vigen Babkenovich - 2019
within the same industry). Naturally, the question arises about the evaluation risk, model risk. This work provides the … in different ways, the analysis of the VaR and ES risk measures has been carried out. The estimates of the VaR and ES … risk measures obtained by using conventional statistical stock volatility assessments (whenever possible) led to lower risk …
Persistent link: https://www.econbiz.de/10012897044
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Модели оценки рисков деятельности компаний, реализующих проекты с НИОКР (Risk Assesssment Models of the Activities of Companies Implementing R&D Projects)...
Minasyan, Vigen Babkenovich - 2019
constructed model takes into account the most important causes of risk project with R&D, investor who intuitively feel. The … constructed model allows to evaluate the project risk of R&D via VaR risk measure for all possible parameters present in the model … decide on the implementation of risk-based, and to standardize the decision-making process for project with the R&D and …
Persistent link: https://www.econbiz.de/10012871596
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Новые способы измерения катастрофических рисков : меры "VaR в степени t" и их вычисление (New Ways to Measure Catastrophic Risk: 'VAR to Degree T' Measures and Their Calculation)...
Minasyan, Vigen Babkenovich - 2021
English Abstract: The author concludes that this family of measures can be useful in the practice of risk management of ….The author proposes a new family of new risk measures, "VaR to degree t." The purpose of the work is to study the properties of … risks in the form of risk measures VaR and proposes a new tool for assessing them. As a result, it has been proven that it …
Persistent link: https://www.econbiz.de/10013237217
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Формирование инвестиционного портфеля на российском рынке акций при помощи непараметрического метода - дерева решений (Constructing of Optimal Portfolio on Russian Stock Market Usi...
Buyanova, Elena - 2017
constructed optimal portfolio with average return on 7% higher than market portfolio with the same risk. It should be mentioned …, hence, have less risk. Therefore we use another definition of optimal portfolio: optimal portfolio is the portfolio with … certain risk which return is not less than the return of market portfolio with the same risk.Also in this research we …
Persistent link: https://www.econbiz.de/10012943296
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Carbon Price Formation : Choosing Factors and Developing EUA Price Model
Andriiko, Oleksandr - 2015
English Abstract: This paper develops a multi-factor linear European Union Allowance (EUA) valuation model based on 2010-2014 period data. The model incorporates classical factors influencing the price of a EUA such as price of fuel as well as new factors that we believe will have more price...
Persistent link: https://www.econbiz.de/10013025263
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Формирование инвестиционного портфеля на российском рынке акций при помощи непараметрического метода - искусственных нейронных сетей (Constructing of Optimal Portfolio on Russian S...
Buyanova, Elena - 2018
constructed optimal portfolio with average return on 8% higher than market portfolio with the same risk during period Jan. 2015 … nonparametric method (CART) by solving utility maximization problem of investors with different value of coefficient of risk …
Persistent link: https://www.econbiz.de/10012929414