Home  Journals  Finance and Credit  2(482) - 2012 January

The estimation of the risks of active and passive investment strategies

Available online: 14 January 2012

Subject Heading: Investment potential

JEL Classification: 

In the article it is noted that in connection with the increasing role of fund market, and also the accessibility not only of domestic, but also foreign stock exchange areas special sharpness acquires the problem of monitoring and control after the risks of investment. The analysis of the existing methods of evaluating the risks is realized. It is noted, that the majority of them considers as the criterion of risk the spread of the values of profitableness (dispersion). Is carried out the imitation simulation of trade on two strategies - passive (purchase and hold) and speculative with the use of tools of proximate analysis. Conclusion about the expediency of applying the procedure of the measurement of risk with the aid of the standard deviation is made.

Keywords: investment activity, risk, dispersion, method

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ISSN 2311-8709 (Online)
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