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Рекуррентный алгоритм определения параметров оптимального портфеля на рынке ценных бумаг
С. 165–170.
Osharin A., Osharina N. N.
Klementiev A., Московский журнал международного права 2026 № 2 С. 190–202
INTRODUCTION. Concepts such as “harmonization” and “unification” are currently widely used in the legal field as methods for harmonizing legal regulation. Unlike domestic harmonization and unification, international legal convergence aims to eliminate contradictions in the laws of different states. The implementation of transnational harmonization and unification projects has been greatly facilitated by the activities of international ...
Added: July 30, 2026
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
Alexeev V., Байгушева Ю. В., Budylin S. et al., М.: Статут, 2025.
Настоящее издание представляет собой первый в истории отечественной цивилистики подробный научно-практический комментарий к нормам Гражданского кодекса РФ об объектах гражданских прав. Комментарий содержит детальный анализ общих положений об объектах гражданских прав, особенностей их правового режима и оборотоспособности, норм о вещах, ценных бумагах, нематериальных благах. Толкование комментируемых норм основано на личном профессиональном опыте авторов, существующих доктринальных ...
Added: October 6, 2025
Цифровые финансовые активы как объекты имущественных отношений: актуальные вопросы теории и практики
Polezhaev O., Новоселова Л. А., Власть Закона 2021 С. 75–91
В статье рассмотрены вопросы регулирования отношений, возникающих в сфере цифровых финансовых активов. Авторами освещены основные теоретические и практические недостатки введенного правового регулирования отношений, связанных с оборотом таких активов. Согласно авторской позиции, отечественный законодатель сформировал несколько моделей цифровизации прав, формирующих содержание ценных бумаг, характеризующихся непоследовательностью и противоречивостью. Не разработана последовательная система законодательного регулирования отношений, возникающих в ...
Added: October 1, 2025
Selivanovskiy A., Закон 2025 № 7 С. 166–176
The article discusses the regulations for the accounting of nondocumentary securities, as well as the legal implications of various methods of accounting and procedures for transferring ownership rights to securities. ...
Added: September 3, 2025
Soldatova A., Сберегательное дело за рубежом 2022 Т. 3 С. 47–57
Against the background of growing interest of private investors in stock market instruments, the concept of an "all-weather" or "eternal" portfolio is becoming popular. This article examines the origins of modern portfolio theory, analyzes the features of the formation of an "all-weather" portfolio depending on the stages of the economic cycle, and provides indicators for ...
Added: July 8, 2025
Soldatova A., Финансы, деньги, инвестиции (Россия) 2025 № 2 С. 27–36
The article is devoted to the study of the features and advantages of investing in an Islamic index. The principles of Islamic finance, the distinctive features of Islamic indices and the methods of their calculation are considered. An analysis of the industry structure of the global Islamic index was conducted. The stages of forming an ...
Added: July 8, 2025
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
Klementiev A., Вестник Пермского университета. Юридические науки 2024 № 3(65) С. 419–447
Introduction: there is no unity of approach to the concept of ‘derivative’ as a legal category in doctrine and in legislation. When defining the term ‘derivative financial instrument’, economists and financial experts base their definitions on the non-legal attribute of price derivativeness as well as on maturity of the assets. Purpose: to analyze approaches to ...
Added: October 2, 2024
Selivanovskiy A., Научно-образовательный портал «Большая российская энциклопедия», Россия 2023
Classification of securities, allocation of types of securities on the grounds that are important for determining their legal regime. Each type of securities has features associated with the rights to the paper and the rights arising from securities, the methods of their implementation, protection, etc. ...
Added: March 22, 2023
Molodyko K., Травин Г. Д., Закон 2022 № 12 С. 84–94
Currently approximately every sixth Russian adult has an account open with a Russian broker. Stock market transactions recently have transcended their status as a premium service for a small group of the wealthy, and are widely available to the masses, which has drastically increased their importance within society. However, in Russia retail investors are not ...
Added: December 15, 2022
Изотов Ю. Г., М.: Издательство Проспект, 2021.
The monograph is a comprehensive study on the regulation of cryptocurrencies. The author considers the issues of the functioning of cryptocurrency systems, the features of the participants in cryptocurrency relations, characterizes the cryptocurrency as an economic value, an object of civil rights and an object of financial and legal regulation. The problems of taxation and ...
Added: December 13, 2022
Lapteva A., Скворцов О. Ю., Российский юридический журнал 2022 № 4 С. 110–120
The paper is devoted to the analysis of the investment regime of foreign securities admitted to the Russian stock market. The analysis is based on the postulate that domestic legislation regulates investment activity sector-by-sector or point-by-point. This also applies to such an area as the admission of Russian investors to purchase securities issued by foreign ...
Added: December 3, 2022
Dmitriev A., Lebedev A., Kornilov V. et al., Complexity 2022 Vol. 2022 Article 8177307
Critical phenomena in stock exchange are regularly occurring and difficult to predict events, often leading to disastrous consequences. The presented paper is devoted to the search and research of early warning signals of critical transitions in stock exchange based on the results of a multifractal analysis of a series of transactions in shares of public ...
Added: October 28, 2022
Malbin D., Актуальные проблемы российского права 2022 Т. 17 № 6 (139) С. 82–89
Consolidating the institution of protection of a bona fide acquirer, the current legislation simultaneously established special rules for the recovery of funds and certain securities. The condition for the protection of the acquirer of such objects is good faith. Taking into account that ownership legitimizes the authorized person in relation to bearer securities, the acquirer ...
Added: June 21, 2022
Lapteva A., Журнал российского права 2022 Т. 26 № 4 С. 93–102
The article analyzes the legal regime of a new investment instrument - a digital certificate, which was introduced into Russian legislation recently. It should be stressed that the appearance of this investment instrument in Russian law is determined by the requirement to introduce digital rights (utilitarian digital rights) to the securities market. The requirement of ...
Added: May 11, 2022
Галанов В. А., Galanova A., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2020 № 3 (39) С. 75–85
Speculative activity is a necessary component of the purchase and sale relationship in the stock and foreign exchange markets, as well as in the market for financial derivatives. Speculative activity has the most pronounced public character in the exchange markets. The economic purpose of speculation in these financial markets is twofold. On the one hand, ...
Added: October 29, 2021
Kosov M., Вестник Удмуртского университета. Серия 2: Экономика и право 2019 Т. 29 № 5 С. 579–588
The article is devoted to the analysis of the cryptocurrency market functioning and the existing problems of its development. Today, the world needs electronic transactions and the elimination of the state monopoly on the issuance of funds. The cryptocurrency market is the evolution that can change the current situation. The factors affecting the demand for ...
Added: September 2, 2021
Kosov M., Финансы и кредит 2018 Т. 24 № 12 (780) С. 2831–2846
Subject The article addresses the issues of operation of sovereign wealth funds. They are created in the States where budgets strongly depend on market factors, and accumulate large volumes of financial resources.
Objectives The study aims to evaluate the efficiency of the National Wealth Fund management in the Russian Federation.
Methods The study draws on methods of synthesis, analysis, graphical ...
Added: August 18, 2021
Lapteva A., Вестник Воронежского государственного университета. Серия: Право 2021 № 1 С. 219–227
the purpose of this research is to identify the notions of “investments” and “investments securities.” This article provides the reader with some information elaborates on the point of views resident in economic and legal doctrines as to the notions of “investments” and “investments securities” as well as those definition in law., legislations in the notion ...
Added: April 27, 2021
Kantorovich G., НОЧУ ДПО УЦ "Сетевая Академия", 2018.
В пособии содержится математическое описание традиционных для дисциплин по финансовой грамотности вопросов: простых и сложных процентов, учета разновременных финансовых потоков, расчета цены финансовых инструментов и оценки инвестиционных проектов. Значительное место уделено примерам решения задач. Для описания и оценки рисков, связанных с финансовыми операциями, активно используются понятия теории вероятностей и математической статистики. Материалы носят избыточный характер ...
Added: March 1, 2021