?
Исследование проблем диверсифицированных портфелей на российском фондовом рынке
С. 76–79.
Афанасьева О. Г., Rossokhin V. V.
This paper the problem of portfolio investment was investigated from the perspective of systematic non-diversifiable risk. Ways to solving the problem was suggested too.
Language:
Russian
Keywords: портфельное инвестирование
In book
Н. Новгород: Нижегородский филиал НИУ ВШЭ, 2013.
Sokolova T., Haniev A., , in: 2021 International Conference on Sustainable Islamic Business and Finance.: IEEE, 2021. P. 135–139.
We propose a novel approach to construct integral metrics for selection of stocks in a portfolio based on the nonparametric Data Envelopment Analysis (DEA) method. For the period 2007-2020 and a non-Islamic stock market (the US), we evaluate and compare the return and the return-risk ratios for 110 different stock portfolios. We reveal that debt ...
Added: April 21, 2023
Volodin S., Дубова Е. А., Боренко И. А., Scientific Annals of Economics and Business 2018 Vol. 65 No. 3 P. 347–363
This paper is dedicated to the investigation of the strategies related to the high-dividend portfolio investment. The aim of this research is to increase the high-dividend portfolio efficiency by adding some filters and optimization weights of the assets in the portfolio. In order to achieve this goal, the authors complement the classical version of the ...
Added: November 6, 2018
Volodin S., Боренко И. А., Вестник Московского университета. Серия 6: Экономика 2018 № 4 С. 59–78
In this article the authors consider different strategies related to the high-dividend portfolio investing. The paper provides the examination of the theoretical aspects, methodology and the evolution of the formation of high-dividend models. The author studies the range of classic high-dividend portfolios, including a traditional version of the «Dogs of the Dow» strategy, and test ...
Added: August 29, 2018
Abramov A., Радыгин А. Д., Чернова М. И. et al., М.: ИД "Дело", 2015.
В книге раскрывается роль, которую инвестиционные фонды играют в экономике и финансах домашних хозяйств. На базе уникальной базы данных о 754 российских паевых инвестиционных фондах (ПИФах) авторами проведен анализ экономики отрасли коллективных инвестиций в 1997–2013 гг. В отдельный раздел вошло исследование факторов, влияющих на избыточную доходность ПИФов в России, результативность продаж инвестиционных паев и размеры ...
Added: August 22, 2017
Chirkova E. V., NY: McGraw-Hill Education, 2015.
See the world’s #1 investor like never before―and learn how you can replicate his success
Many books have been written about Warren Buffett’s value-investing strategy, and volumes more have been written about becoming a top-tier value investor. Even so, no one can touch the success Warren Buffett has achieved. Why? In this revealing examination of Buffett’s ...
Added: December 1, 2015
Едронова В. Н., Rossokhin V. V., Экономический анализ: теория и практика 2014 № 17 (368) С. 30–36
Portfolio investment is quite topical activity among both institutional and private investors. In the article correlations of Russian shares returns, their impact on the overall portfolio risk, analysis technique of the parameters mentioned above on the base of a binary correlation matrix are examines, the positive aspects of the proposed instrument is evaluated. ...
Added: March 18, 2014
Chirkova E. V., Финансы: теория и практика 2012 № 1 С. 79–87
In this article the author analyses the characteristics of the economic assets the most suitable for financial bubbles appearance and the preconditions thereof. The best objects for bubble inflation are the investment assets with long life, rare and hard-to-value objects. The development of the bubbles is frequently based on the «new world» paradigm in its ...
Added: March 20, 2013