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Эдвард Х. Чемберлин, Чикагская школа, Уильям Ф. Шарп, Шарпа коэффициент, Станислав С. Шаталин, Юрий Н. Черемных, Клаус М. Шваб
С. 131–139.
Klyukin P. N.
The theoretical contribution to the economics and statistics of prominent scientists and public figures was investigated and described: 1) striking participant in the revolution in the theory of competition of the 1920s, E.H. Chamberlin, 2-3) Nobel Prize Winner of 1990 W.F. Sharpe (together with a description of the Sharpe ratio), 4) Soviet and Russian academician S.S. Shatalin, who was at the forefront of the reforms of the second half of the 1980s, 5) full professor and a prominent representative of economic and mathematical methods in the USSR and Russia Yu.N. Cheremnykh (1936-2018), 6) President of the World Economic Forum in Davos since 1971, Klaus M. Schwab. There is also 7) a subject article about the emergence and development of the Chicago School of Economics.
In book
Ч. 1: Цзинь - Швеция. Т. XVIII. , М.: Энциклопедия, Инфра-М, 2017.
Sizykh N., Sizykh D., , in: 2025 18th International Conference on Management of Large-Scale System Development (MLSD).: IEEE, 2025. P. 1–4.
This paper examines methods for analyzing structural changes in investment portfolios and proposes new approaches for assessing turnover and the effectiveness of their rebalancing. The study aims to systematize and adapt statistical indicators of structural shifts for analyzing the dynamics of securities portfolios, as well as to develop methodologies for assessing the proportion of changes ...
Added: February 1, 2026
Nazarova V., Churakova I., Гарбар А. А. et al., Вестник Московского университета. Серия 6: Экономика 2024 Т. 59 № 6 С. 52–76
The paper examines the construction of an optimal portfolio based on an ESG (environmental, social and governance) rating. In the paper, the authors answer the question of how the ESG rating indicator affects the risk, return and Sharpe ratio of portfolios. Based on literature review, the authors conclude that there is an ambiguous relationship between ESG ratings, and ...
Added: June 3, 2025
Nazarova V., Лещев С. И., Финансовый журнал 2023 Т. 15 № 1 С. 58–73
In this paper, the momentum effect is viewed as a price anomaly whereby portfolios of assets of the same return class exhibit a systematic outperformance in profit generation relative to a given benchmark (e.g., a market index). The study contributes to a better understanding of the momentum effect in the Russian stock market. Using data ...
Added: March 7, 2023
Riabykh A., Surzhko D., Konovalikhin M. et al., PeerJ Computer Science 2022 Vol. 8 Article e1156
Open text data, such as financial news, are thought to be able to affect or to describe stock market behavior, however, there are no widely accepted algorithms for extracting the relationship between stock quotes time series and fast-growing textual representation of economic information. The field remains challenging and understudied. In particular, topic modeling as a ...
Added: December 18, 2022
Vukovic D., Vyklyuk Y., Chernova N. et al., Physica A: Statistical Mechanics and its Applications 2020 Vol. 542 No. March P. 1–12
This study analyzes a neural networks model that forecast Sharpe ratio. The developed neural networks model is successful to predict the position of the investor who will be rewarded with extra risk premium on debt securities for the same level of portfolio risk or a greater risk premium than proportionate growth risk. The main purpose ...
Added: November 5, 2019
Timofeyev Y., Тимофеева Г. В., Туманянц К. А., Вестник НГУЭУ 2015 Т. 3 С. 39–55
Работа направлена на определение влияния значений номинальной доходности и коэффициента Шарпа, сложившихся при инвестировании пенсионных накоплений негосударственным пенсионным фондом или управляющей компанией в РФ, на их рыночную долю. Модели парной и множественной регрессии продемонстрировали отсутствие значимой связи между результатами инвестирования и решением застрахованных лиц о выборе финансового посредника для управления накопительной частью пенсии. Результаты исследования ...
Added: September 27, 2018
Nazarova V., Левичев И. П., HSE Economic Journal 2017 Vol. 21 No. 3 P. 451–481
In recent years, the role of stock markets as the source of capital to fund increased significantly. Using investment portfolio enables companies to achieve maximum efficiency in the stock market, thereby reducing the risk of their operations and increase their profitability. The article deals with the effective management of the investment portfolio , including various ...
Added: December 29, 2017
Smirnova A. S., Zavertiaeva M. A., Research in International Business and Finance 2017 No. 42 P. 658–673
This study uses both a functionalist paradigm of social theory and agency theory assumptions to examine whether CEO remuneration is performance sensitive and, vice versa, whether companies that pay their CEOs more perform better. Our analysis is based on the sample of 330 large European firms for the period from 2009 to 2013. The findings ...
Added: September 25, 2017
Novatorov E. V., Marketing Science eJOURNAL 2016 Vol. 9 No. 28 P. 1–40
The broadening marketing concept was introduced in 1969 and was
initially well-received by marketing scholars. However, during
the subsequent four decades, the concept has been increasingly
questioned and has divided marketing scholars into two opposing
camps. This paper traces the evolution of the broadening
marketing proposition and critically examines the arguments put
forward against the ...
Added: October 3, 2016
Zavertiaeva M. A., Journal of Intellectual Capital 2016 Vol. 17 No. 3 P. 439–456
The purpose of this study is to present a tool to categorize companies as potentially profitable on the basis of an intellectual capital (IC) analysis. The paper distinguishes two crucial attributions for picking shares: IC and capitalization of IC-based growth potential. Using these two attributions, the author creates a portfolio from a sample of European ...
Added: June 14, 2016
Zavertiaeva M. A., / NRU Higher School of Economics. Series FE "Financial Economics". 2015. No. 44.
The purpose of this study is to present a tool to categorize companies as potentially profitable on the basis of an analysis of their intangibles. The paper distinguishes two crucial attributes for picking shares: intangibles and the capitalization of intangible-based growth potential in market indicators. By means of these attributes we create a portfolio from ...
Added: November 10, 2015
Chirkova E. V., Озорнина О. В., Корпоративные финансы 2012 № 2 С. 5–23
The article deals with the investment skill of the Russian mutual funds’ managers. Studies of the American market performed in the second half of XX century produced mixed results, however those completed after 2000 uniformly confirm that investment skill exists only for periods of less than five years, if it exists in principle. The outperformance ...
Added: March 22, 2013
Захарова С. Г., Kornev D., В кн.: Управление инновациями – путь выхода из кризиса: Материалы всероссийской научно-практической конференции.: Н. Новгород: НИМБ, 2010. С. 103–106.
Проведен анализ и сравнительная характеристика доходностей крупнейших паевых инвестиционных фондов; выявлены тенденции к росту доходности с ростом риска инвестиционного фонда; выявлены основные тенденции развития паевых инвестиционных фондов. ...
Added: October 31, 2012
Berzon N. I., Volodin S., Экономический журнал Высшей школы экономики 2010 Т. 14 № 3 С. 311–325
One of the fundamental concepts of financial theory is to find compromise between risk and return. In the traditional approach to ratio of risk and return - higher yield faces a higher risk. It does not take into consideration the timeframe of investments. Purpose of this article is to analyze the risk-profitability ratio of financial ...
Added: October 13, 2012