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Finance and Credit

24(552) - 2013 June

Assessment of financial risks of investment portfolio on basis of its insurance component

Vol. 19, Iss. 24, JUNE 2013

Available online: 26 June 2013

Subject Heading: Risk-management

JEL Classification:

Yashin S.N. Doctor of Economics, Professor, Head of the Department of Management of Innovative Activity, the Nizhny Novgorod State Technical University named after R.E. Alekseev
jashin@52.ru

Koshelev E.V. PhD in Economic Sciences, Associate Professor, the Department of Public and Municipal Administration, the Nizhny Novgorod State University named after N.I. Lobachevsky
ekoshelev@yandex.ru

Podshibyakin D.V. Graduate Student, the Department of Economic Informatics, the Nizhny Novgorod State University named after N.I. Lobachevsky
dimitry.neskazhu@yandex.ru

In the article the method of an assessment of financial risks of the investment portfolio, considering priority of possible versions of the projects included in a portfolio is presented, from the point of view of the most justified capital investments by Disman. The method is based on tools of the statistical analysis and expected modeling on the basis of expert estimates, allows defining an insurance component for the set investment portfolio.

Keywords: assessment of risks, insurance component, portfolio of projects, vector-antidismanian, vector-dismanian, decomposition of net provided income

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

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March 2024