Testing for ambiguity aversion in the Russian stock market

An study on the ambiguities and the risk on the Russian stock market. Portfolio theory, linear relationship between risk and return and the known probabilities of outcomes. The relationship between risk and return of uncertainty intraday observations.

Подобные документы

  • The summary of capital market history. Measuring and calculating portfolio risk. Beta and unique risk. Diversification and value additivity. Measuring risk variance - average value of squared and standard deviations from mean. A measure of volatility.

    презентация, добавлен 02.08.2013

  • Analysis of the period of company take over in terms of risk-return trade off. Description of the model used to analyze the volatility of stock returns. Exploration of dependence the volatility of stock return on the type of the acquiring company.

    дипломная работа, добавлен 30.07.2016

  • Assessing risks of Zagreb Stock Exchange and future offerings that are relevant in making the decisions about investments. The importance of diversification and systemic risk of individual stocks. Systemic risk of the given portfolio and its importance.

    статья, добавлен 02.07.2013

  • Consideration of technological innovations as the driving force of development, the main optimization technology, with high growth rates of industrial enterprises. Assessment of the profitability and risks of Chinese shares, recommendations to investors.

    дипломная работа, добавлен 10.08.2020

  • Description the three indicators: the mutual funds cash ratio, the short interest ratio, and the odd-lot ratio and their behavior during the 1955-1970 period. Examining the simultaneous relationship between three stock market indicators and stock prices.

    статья, добавлен 09.09.2012

  • Analysis the profitability of value, momentum strategies and a combination of strategies in Russian stock market. The explanation of the value premium and momentum effect. Momentum, value and combo portfolio construction and regression analysis.

    дипломная работа, добавлен 30.07.2016

  • Research the performance of the contrarian strategy using stock market indexes of developing countries over the 1987-2014 period. The results of this research provide evidence for existence of the mean reversion phenomenon across developing markets.

    дипломная работа, добавлен 30.07.2016

  • The risk assessment method in information uncertainty, its place in the system of credit risk management of banks that lend to enterprises in various sectors of the economy. Determination of the level of riskiness of Bank activity in the lending market.

    статья, добавлен 29.09.2016

  • Researching the value of analysts' recommendations and identifying a market in which analysts have more predictive power. Studying the degree of reaction of stock prices to a specific recommendation. The appearance of abnormal returns on a security.

    дипломная работа, добавлен 10.12.2019

  • The concepts of Markowitz`s portfolio theory. The way to find the value of a risky security to add a premium for risk to the pure rate of interest. The followings from the relation between the variance of the return of a portfolio and of its securities.

    статья, добавлен 11.08.2013

  • Role, importance and place of volatility in risk management. Features and characteristics of volatility risk management using financial instruments, the prices of which depend on the volatility of the financial asset. Building a risk management system.

    дипломная работа, добавлен 09.08.2018

  • Analysis of the mechanisms of state regulation of the stock market based on national characteristics. The importance of creating an adequate legal framework. The need for control over pricing processes by state authorities in the securities market.

    статья, добавлен 03.12.2020

  • The relationship between sovereign ratings and eurobond returns. Return volatility as the dependent variable, control, announcements of rating events, stationarity checks. Panel regression model. Empirical model for the Russian sovereign debt market.

    дипломная работа, добавлен 14.08.2016

  • A study of investment strategies volatility. The advantages of trading options in the stock market. The concept, nature and characteristics strategies options Straddle, creating a positive return without any cost for transactions using this strategy.

    контрольная работа, добавлен 20.03.2016

  • Consideration of the essence of the theoretical, practical principles of the functioning of financial institutions in the stock market as a tool for regulating economic development in the context of institutional transformations of the financial system.

    статья, добавлен 06.09.2022

  • Determination of the place and role of non-bank financial institutions in the development of the financial services market. Development of special systems of insurance and protection against financial risks. Increase in the return on loan capital.

    статья, добавлен 08.09.2020

  • The integral index and components of the quality assurance index of state tax risk management in Ukraine. Principles and stages of tax risk management. A methodology for assessing the quality of state tax risk management, its structural characteristics.

    статья, добавлен 16.10.2018

  • Concept and essence of credit risk. Understanding the risk of occurrence of the overdue obligations of the lending company for loans and financial investments, due to the failure or improper fulfillment by the supplier or buyer of its debt obligations.

    статья, добавлен 12.02.2019

  • The impact of intellectual capital, profitability and dividends on the market capitalization of companies listed on the Indonesian Stock Exchange and included in the L045 index. The main advantages of using the multiple linear regression method.

    статья, добавлен 08.02.2021

  • Essence, main points and classification of Capital markets. Difference between Money Markets, Capital Markets and regular bank lending. Market participants. The main trading room of the Tokyo Stock Exchange. New issuance, Investment strategies, Taxation.

    эссе, добавлен 22.08.2013

  • Functioning of the Russian financial market and mutual funds. Рarameters that can give information about funds management. Тhe role of skill in Russian equity funds management during the last years. Distribution of number of observations for funds.

    дипломная работа, добавлен 23.07.2016

  • An analysis of different approaches to the disclosure of the terms "revaluation" and "underestimation" of financial indicators that are often used in relation to stock markets. A number of alternative financial evaluation criteria, such as: dividends.

    статья, добавлен 01.09.2018

  • The role financial market in the economy. Buying and selling stocks and bonds. Types of financial markets. Rational distribution of resources. Volume and structure of manufacture. Development of the Ukrainian infrastructure of the financial market.

    презентация, добавлен 15.03.2016

  • Identify the trends of short-term investment and momentum in the Taiwan stock market. The causes of abnormal profits and their relationship to the behavior of investors in the market. Modeling the turnover of profit and the ratio of transactions.

    статья, добавлен 28.09.2016

  • Arbitrageurs play a central role in standard finance. Essence and characteristic the two types of risk limit arbitrage. The first is fundamental risk. The second source of risk that limits arbitrage comes from unpredictability of the future resale price.

    статья, добавлен 11.08.2013

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.