Comparative analysis of the investment risks. The effect of market risk on the portfolio securities
Автор: Ivkin Alexey
Журнал: Экономика и социум @ekonomika-socium
Рубрика: Основной раздел
Статья в выпуске: 12-1 (31), 2016 года.
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The subject of this paper are financial investment risks. A thorough definition of the risks is given. Types of risks are distinguished with respect to the type of financial instrument, systematic and market risks are considered as the major ones. Portfolio diversification is suggested as an efficient way of decreasing specific risk. The practical part is dedicated to the one-factor model and beta coefficient as a pivotal tool of systematic risk assessment. In conclusion, beta-coefficient assessments for two specific Russian companies are provided as an example of exploiting this tool while working with actual data.
Risks, investments, investment portfolio, market risk, specific risk, one-factor model, multifactor model, linear regression, beta-coefficient
Короткий адрес: https://sciup.org/140117209
IDR: 140117209
Список литературы Comparative analysis of the investment risks. The effect of market risk on the portfolio securities
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