Finance and Credit

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Finance and Credit

14(494) - 2012 April

Features of application of indicators of efficiency of financial investments

Vol. 18, Iss. 14, APRIL 2012

Available online: 3 April 2012

Subject Heading: EVALUATION OF INVESTMENT

JEL Classification:

Berzon N.I. Doctor of Economics, professor, head of department "Stock Market and Market of Investments", National Research University "Higher School of Economics"
NBerzon@mail.ru

Doroshin D.I. Graduate student of department "Stock Market and Market of Investments", National Research University "Higher school of economy"
D.Doroshin@gmail.com

In the article it is noted that the economic science so far offered investors sufficient number of the indicators, allowing to estimate efficiency of investment decisions. Many indicators are based on G. Markovits's portfolio theory and SARM model. The analysis of adequacy of indicators for an assessment of efficiency of investment on the various temporary horizons is made, restrictions of using the indicators are revealed.

Keywords: efficiency of investment, stock market, actions, bonds, normal distribution, asymmetry, excess, time horizon of investment

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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