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Economic Analysis: Theory and Practice
 

The analysis of Russian stock-market correlation-risk and its risk influence on the investment portfolio characteristics

Vol. 13, Iss. 17, MAY 2014

Available online: 9 May 2014

Subject Heading: INNOVATION AND INVESTMENT

JEL Classification: 

Pages: 30-36

Edronova V.N. Lobachevsky State University of Nizhny Novgorod - National Research University, Nizhny Novgorod, Russian Federation
v.n.edronova@mail.ru

Rossokhin V.V. National Research University Higher School of Economics - Nizhny Novgorod, Nizhny Novgorod, Russian Federation
vrossohin@hse.ru; holdmaer@inbox.ru

Portfolio investment is a quite topical kind of activity among both the institutional and private investors. The article considers a correlation of Russian dividend yields, an impact on the overall portfolio risk, a technique of analysis of the parameters mentioned above, on the basis of a binary correlation matrix, and it evaluates some positive aspects of the proposed instrument.

Keywords: investing, portfolio investment, risk, correlation

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ISSN 2311-8725 (Online)
ISSN 2073-039X (Print)

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