Financial Analytics: Science and Experience

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Referativny Zhurnal VINITI RAS
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Financial Analytics: Science and Experience

15(105) - 2012 April

Formation of investment strategy in the Russian stock market: assessment of losses of financial investments

Vol. 5, Iss. 15, APRIL 2012

Available online: 11 April 2012

Subject Heading: MACRO-ECONOMY

JEL Classification:

Fedorova E.A. associate professor of chair the «Financial management», All-Russian distance institute of finance and economics
ecolena@mail.ru

Sivak A.R. student of the financial-credit department, All-Russian distance institute of finance and economics
aplaksa@mail.ru

The method of formation of investment strategy in the Russian stock market with minimum of losses is offered. In this article investment portfolio has been built by using shares of Russian companies and public bond with redemption in 2030 year. We measured the variation of average losses of portfolio with respect to ?-factor (structures of the portfolio).

Keywords: tangency portfolio, risk, investor, cost, factor, portfolio

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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