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Международная диверсификация: эффективность в условиях глобализации финансовых рынков
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Kandaurov D.
Keywords: диверсификация
Molostvov V., Advances in Systems Science and Applications 2025 Vol. 25 No. 1 P. 1–11
A two-criteria vector optimization problem – finding Pareto-optimal solutions in linear systems with interval uncertainty of coefficients – is considered. The problem of resource allocation to multiple activities is investigated. The uncertainty-adjusted income is a bilinear function, linear by strategy under fixed uncertainty and by uncertain parameters under fixed strategy. Guaranteed income is a linear ...
Added: August 26, 2025
Nagymanova L., Limonov L. E., Kolchinskaya E., Российские регионы в фокусе перемен: сборник докладов. – Екатеринбург 2025 С. 113–116
The study examines the interaction of city-forming enterprises with various counterparties both within the city and beyond. The main attention is paid to the number of each level, which allows us to assess the degree of integration of the enterprise into the local economy, its dependence on it and its impact on it. In the ...
Added: July 25, 2025
Kuslyaikin A., Экономическая политика 2025 Т. 20 № 1 С. 30–55
This paper is one of the first studies to investigate how downside market risk affects cryptocurrency returns. Based on weekly data for more than 900 cryptocurrencies from 2014 to 2018, downside market risk is considered in three different forms as it arises in the cryptocurrency market, the aggregate alternative investment market, and the stock market. ...
Added: April 7, 2025
Zamyatina N., Kulchitsky Y., Экономика региона 2024 Т. 20 № 2 С. 446–461
High transportation costs and the narrowness of the local market limit the development of Arctic cities, especially remote ones. However, specific demand for unique goods and services (including the so-called development services) and production of goods and services that are impractical/impossible to deliver from more southern areas (especially in the early stages of development) due ...
Added: July 3, 2024
Bossman A., Gubareva M., Teplova T., Energy Economics 2023 Vol. 127 Article 107080
The interplay between energy and agricultural commodities and the responses of agricultural commodities to global uncertainty factors have been receiving increasing attention due to the pivotal contributions of commodity markets to the world economy. This study investigates the asymmetric effects of oil, market volatility and sentiment, economic policy uncertainty, and geopolitical risk on agricultural commodities ...
Added: March 22, 2024
Шуранова А. А., В кн.: Россия в глобальном мире: новые вызовы и возможности. Сборник работ IX международной студенческой научной конференции.: СПб.: Скифия-принт, 2021. С. 220–231.
Nord Stream 2 project causes a plenty of controversies in the political agenda of the European Union (EU) on all levels from supranational to subnational, in spite of its apparent advantages. The project's high level of politicization entails its significant role in the EU foreign policy in general and in Russia-EU relations in particular. This ...
Added: March 19, 2024
Bossman A., Gubareva M., Teplova T., Resources Policy 2023 Vol. 82 Article 103515
This study examines the asymmetric relationships between EU sectoral stocks and oil, oil implied volatility, geopolitical risk, and market sentiment during turbulent times of geopolitical unrest. In a set of parametric and nonparametric quantile-based techniques, we employ daily data on eleven sectors of economic activity in addition to crude oil prices (WTI) and three sentiment-driven ...
Added: June 22, 2023
Belousova V., Chichkanov N., Grigoriy Gashnikov et al., Foresight and STI Governance 2023 Vol. 17 No. 1 P. 7–17
Crisis situations, like the COVID-19 pandemic, have historically been identified as times of enhanced innovation and entrepreneurial activities. Innovation actors are required to respond quickly to a new situation bearing in mind the effects of actions across their network of partners and competitors as well as rising economic complexity. Indeed, first indications suggest that this ...
Added: March 24, 2023
Larchenko L. V., Яковлева Т. В., Деловой журнал Neftegaz.RU 2023 № 1 (133) С. 88–91
The Russian oil and gas complex is going through a difficult period. The introduction of sanctions began in 2014, then the pandemic, currently, in the context of the aggravation of the geopolitical situation, there is unprecedented sanctions pressure on the industry, which negatively affects not only the functioning of the industry itself, but also the ...
Added: March 10, 2023
Vitaly S. Molostvov, Advances in Systems Science and Applications 2022 Vol. 22 No. 3 P. 135–146
The problem of optimal multi-currency deposit diversification with uncertain future exchange rates is studied as the problem of the minimization of the lost profit. It is assumed that only the ranges of these uncertain parameters are known. The Savage minimax regret conception is used to minimize the lost profit (risk by Savage) caused by uncertainty. ...
Added: November 15, 2022
Zamyatina N., ЭКО 2021 № 1(559) С. 67–92
На примере Игарки – города, с создания которого началось промышленное использование Северного морского пути для экспорта сырья – рассматривается механизм эволюции фронтирного города. Под фронтирным понимается город, созданный в районе нового освоения в связи с вводом в оборот нового вида ресурса. После первой, пионерной, фазы развития такой город эволюционирует по одному из двух сценариев: либо ...
Added: November 1, 2022
Likhacheva A., Государственный университет Минфина России. Финансовый журнал 2021 Т. 13 № 4 С. 52–66
Much of the academic debate about the consequences of sanctions has been focused on their direct impact or on collateral damage to the bilateral relationship between the issuer of sanctions and the target of sanctions, reflecting the understanding of sanctions as a foreign policy tool. However, an analysis of the Russian experience allows one to ...
Added: December 27, 2021
Zhanbulatova R., Zhiyenbayev M., Dyusembekova M. et al., Central Asia and the Caucasus 2020 Vol. 21 No. 2 P. 121–130
Kazakhstan actively cooperates with Russia in the energy sector, which is directly associated with the role played by the fuel and energy complex in the functioning of all sectors of the Kazakh economy. The paper considers the main factors in the development of Kazakhstan’s fuel and energy complex, and concludes that its partnership with Russia ...
Added: June 27, 2020
Makarov I. A., Chen H., Paltsev S., Climate Policy 2020 Vol. 20 No. 10 P. 1242–1256
Because the Russian economy relies heavily on exports of fossil fuels, the primary source of human-induced greenhouse gas (GHG) emissions, it may be adversely impacted by Paris Agreement-based climate policies that target reductions in GHG emissions. Applying the MIT Economic Projection and Policy Analysis (EPPA) model to assess the impacts on the Russian economy of ...
Added: January 15, 2020
Senin V., Davydov V., Шмонов М. М., Бизнес. Общество. Власть 2019 № 2 (32) С. 196–211
В статье приведён пример платформы токенизированных активов на финансовом рынке. Рассмотрены области применения токенизированных активов для участников финансового рынка. Описаны правовая база и финансовая модель токенизации кредитного портфеля коммерческого банка. Приведена методика расчета процентной ставки пакета токенов, состоящего из токенов различных кредитов, а также алгоритм расчета размера токена для кредита с заданными параметрами PD и ...
Added: October 23, 2019
Pomazanov M. V., Управление финансовыми рисками 2019 Т. 58 № 2 С. 82–98
В настоящей работе предлагается практичный метод расчета непредвиденных
потерь кредитного портфеля (что эквивалентно требованию к экономическому капиталу), а также ранжировки требований к капиталу по единицам риска.
Методология опирается на общепризнанные в банковской практике методы
оценки экономического капитала в рамках подхода, основанного на внутренних рейтингах, а также на специально гибридизованный метод CreditRisk+. ...
Added: August 1, 2019
van der Ploeg F., Malova A., Saltan A., Вестник Санкт-Петербургского университета. Серия 5. Экономика 2017 Vol. 33 No. 3 P. 348–363
Economies, like Russia, blessed with resource abundance, do not usually perform well during the period of commodity price boom. The optimal policy of managing resource revenues prescribes to commit the permanent income rule to smooth the resource dividend in efficiency units and to smooth the real exchange rate. During the commodity price boom, Russia followed ...
Added: June 21, 2019
Artyushina E., Ершов Д. Е., Сучков Д. В., Менеджмент в России и за рубежом 2017 № 4 С. 23–29
The article is devoted to diversification as the strategy, which is necessary to implement in the activity of the enterprise in the crisis phase of the scientific-technological cycle. The expediency of adopting unrelated diversification substantiated in conditions of the possibility to use the administrative compliance. Requirements to product, which are necessary to consider choosing a ...
Added: December 7, 2018
Dalal A., Азия и Африка сегодня 2018 № 4 С. 25–31
The goal of this paper is to determine unique price factors of sukuk, Islamic instruments, which are similar to conventional bonds. To achieve the defined research goal, we have briefly investigated principles of sukuk and structures of funding process and reviewed contemporary research on pricing of Islamic bonds and possible factors of sukuk price. For ...
Added: October 8, 2018