SEARCH
 

Search

 

Результаты поиска 1 - 10 из 12
Начало | Пред. | 1 2 | След. | Конец


Innovative and investment instrument of PAMM account. Development of recommendations on formation of an investment portfolio

Simonova L.M. Tyumen State University, Tyumen, Russian Federation ( lsim@utmn.ru )

Timofeev A.A. Tyumen State University, Tyumen, Russian Federation ( timofeev_aa91@mail.ru )

Journal: Finance and Credit, #29, 2014

On the basis of empirical studies, the article analyzes the different aspects of investing in innovation investment service - PAMM account. The authors defined the most effective criteria of a choice of managers for trust management. The paper develops practical recommendations on formation of an investment portfolio of PAMM accounts, where the main indicators are the average volatility and the ratio of the average daily income to the average daily loss.


Fundamentals of setting the compliance control of personal data protection

Dadalko V.A. Financial University under Government of Russian Federation, Moscow, Russian Federation ( antikrizis1@bk.ru )

Timofeev E.A. Financial University under Government of Russian Federation, Moscow, Russian Federation ( timofeev.e.a@inbox.ru )

Journal: National Interests: Priorities and Security, #2, 2020

Subject The article discusses principles for setting the compliance control over personal data security.
Objectives The study determines the role of compliance, specifies the term compliance of personal data protection and assesses the relevance of such compliance.
Methods The study involves general scientific methods for analysis, comparison and generalization.
Results We analyzed the significance of personal data protection. Every Russian company has to handle personal data as part of their business development. Therefore, as the personal data protection laws become more and more stringent, entities should take special efforts to prevent personal data leakage. Currently, compliance control has not yet been clearly defined, likewise there are still no firm list of compliance manager’s duties and the content of a compliance function.
Conclusions and Relevance The successful performance of any company totally depends on the way its management handles personal data used for operations. The personal data abuse may bring dramatic consequences. The compliance with personal data compliance implies a set of actions which any company should continuously perform. It is important not only document such measures and practical methods in internal papers, but also put them in practice.


Identification and use of key indicators to predict trends in the market of gold

Simonova L.M. Tyumen State University, Tyumen, Russian Federation ( lsim@utmn.ru )

Timofeev A.A. Tyumen State University, Tyumen, Russian Federation ( timofeev_aa91@mail.ru )

Journal: Financial Analytics: Science and Experience, #3, 2015

Importance Due to the growing popularity of investments in precious metals, there is a need to study forecasting trends in the gold market, and the efficiency of technical indicators in this market.
     Objectives In this regard, the research aims to identify the most efficient indicators to predict the gold market trends.
     Methods The paper is studying the technical analysis indicators in the gold market with the view of identifying the most useful effective trends for forecasting. The informational-empirical background comprises the periodical press materials and the archives of the MetaTrader platform quotations. As the research result, we have found that the most productive indicators proved to be as follows: 17-month and 11-month moving average indicators, 35-week and 55-week moving average indicators, VIX volatility index, Fibonacci levels and divergences on the RSI (Relative Strength Indicators) with parameter 9. The article also considers the correlations of the gold and silver quotes with the US dollar index. The paper also develops recommendations on the usage of these correlations in determining the forthcoming gold trend.
     Results We found that in case of decision-taking by the investor on settlement of gold transactions and based on the signals of obtained indicators, the investor could have made profit amounting to 372% for the last 10 years, while the gold itself have increased by 210% over this period.
     Conclusions and Relevance We conclude that the obtained research indicators help correctly forecast a long-term trend, which is easily confirmed by the historical testing of the indicators in the graph of gold since 2004.


Areas for optimizing the Russian model of retirement benefits in terms of the theory of economic interests

Tumanyants K.A. Volgograd State University, Volgograd, Russian Federation ( tka210@gmail.com )

Timofeeva G.V. Russian Presidential Academy of National Economy and Public Administration, Moscow, Russian Federation ( tgvolga@yandex.ru )

Timofeev Yu.V. Frankfurt School of Finance & Management, Frankfurt am Main, Germany ( y.timofeev@fs.de )

Journal: National Interests: Priorities and Security, #44, 2015

Importance Previous reforms failed to create a financially and socially stable pension system in Russia. Therefore, it is still relevant to search for optimal variants of reforms in this.
     Objective The paper validates the proposed reforms of the Russian retirement benefits model using the theory of economic interests.
     Methods We identify specific features of economic interests relating to retirement benefits and analyze differences in motivation, thereby revealing probable conflicts in the pension system. Finally, we choose ways to organize retirement benefits to harmonize the process of implementing different economic interests.
     Results Considering the specifics of pension relations, short-term, long-term, true and imaginary economic interests should be distinguished. The current model fails to enable parties of pension relations to completely implement their economic interests. Various social groups usually face conflicts of interest concerning reasons for, and the amount of retirement benefits, source and methods for financing pension liabilities, mechanism for capitalizing pension contributions.
     Conclusions and Relevance Based on obligatory individual savings, retirement benefits seem to be the best possible compromise to satisfy different economic interests. Protective pension plans need to be cancelled, while people who have not accumulated enough money should be financially secured with versatile parish relief fund.


Analysis of effectiveness in the social in the consumption

Timofeev Y.V. the graduate student of the department of economic theory and economic policy, the Volgograd state university ( yutimofeyev@mail.ru )

Journal: Economic Analysis: Theory and Practice, #13, 2010

In the article the state social policy realizable in modern Russia is analyzed. The basic reasons for the vital problems of social sphere are reasoned. The system of the indicators of the quality of life adapted to the Russian conditions is proposed. It is carried out the estimation of social policy in the sphere of social protection, public health, formation, and housing security of population.


Management of intensity of flows of buyers of retail distribution network

Timofeev V.S. PhD of Technical Sciences, Associate Professor of department "Theory of Market", the Novosibirsk State Technical University ( netsc@rambler.ru )

Kolesnikova A.Y. PhD of Economics, Senior Lecturer of department "Theory of Market", the Novosibirsk State Technical University ( supernasty@mail.ru )

Journal: Economic Analysis: Theory and Practice, #25, 2012

Authors formulated new statement of a problem of management by the consumer streams, considering as criterion of efficiency uniformity of their daily intensity. For an assessment of degree of uniformity the intensity model is offered. The constructed card of clustery structure of streams allows to analyze visually management efficiency intensity of flows of clients, in particular, during actions of peak pricing.


Value of Russian banks before the 2008 crisis: bubble or real option?

Timofeev D.V. National Research University - Higher School of Economics in Perm ( Ltd Parma-Management, Perm', Russian Federation )

Journal: Financial Analytics: Science and Experience, #11, 2014

Multipliers of the capital of the Russian banks at the turn of 2007-2008 were extremely high, suggesting that this is the exchange bubble. The paper reconstructs the possible rational reason of high cost connected with existence of a real option. The author uses two approaches: analysis of trees of decisions and binomial model. The analysis shows that from this option only some investors could receive benefit. Therefore, the hypothesis of a local bubble of bank actions remains.


S&P 500: a new bubble?

Timofeev D.V. National Research University "Higher School of Economics", Perm branch, Perm, Russian Federation ( tidivi@yandex.ru )

Journal: Financial Analytics: Science and Experience, #22, 2014

The article provides an analysis of cumulative US equity value as of February, 2014 by means of Equity Q and CAPE multipliers. These coefficients allowed to identify NASDAQ bubble in the late nineties. Also these multipliers historically helped to predict the subsequent profitability of the equity market, allowing to speak about macro inefficiency. The author reveals identity of Equity Q and CAPE coefficients. The US market as of February, 2014 may be considered as a bubble only if to rely on time invariance of multipliers and to expect their reversion to average value. However, such conclusion can be false if there was the structural shift associated with profit share change of corporations in Gross Domestic Product and in relation of investors to risk.


Promoting the activities of the executive authorities of the constituent entities of the Russian Federation for achievements in human development

Timofeev I.Yu. Belgorod National Research University, Belgorod, Russian Federation ( igor--tim@mail.ru )

Journal: Regional Economics: Theory and Practice, #3, 2016

Importance The article studies the human development parameters for evaluating the performance of the executive authorities of the constituent entities of the Russian Federation.
Objectives The paper analyzes methods of providing the constituent entities of the Russian Federation with grants in the form of intergovernmental fiscal transfers and gives a rationale for the proposals to modernize the rules enabling distribution of grants between the subjects of the Federation for achievements in human development.
Methods The methodological basis of the research are statistical observation, comparison and synthesis methods used in collecting information about the results of the activities of the executive bodies of subjects of the Russian Federation in the formation of the human potential of the regions.
Results The paper presents a critical appraisal of the existing methods of providing grants to the constituent entities of the Russian Federation and proposes allocation of incentive grants.
Conclusions and Relevance The developed technique of measuring the role of regions in shaping human potential is a theoretically coherent and methodologically improved alternative to the official methodology for evaluating the performance of the executive authorities. It applies to formulate stimulating effects for the authorities of regions. The results of this research can be used to support the activities of the State regional policy aimed at improving the quality of life of the population.


What model predicts bankruptcy of Russian enterprises better?

Fedorova E.A. Financial University under Government of Russian Federation, Moscow, Russian Federation ( ecolena@mail.ru )

Dovzhenko S.E. Saint Petersburg State University, St. Petersburg, Russian Federation ( serg.dovzhenko@gmail.com )

Timofeev Ya.V. Financial University under Government of Russian Federation, Moscow, Russian Federation ( timofeo@bk.ru )

Journal: Economic Analysis: Theory and Practice, #41, 2014

The purpose of the study is to offer a model with the highest forecast power to predict bankruptcy of Russian enterprises. To test the forecasting abilities of existing foreign and domestic models, we obtained the financial statements of 3,487 Russian enterprises from the SPARK and RUSLANA databases. Out of foreign models, the Fulmer model demonstrated the best results. Correct predictions (for transport) totaled 80.4%, for sound enterprises this indicator was 88.7%, and for bankrupts it was 72.1%. The Fulmer model uses a large number of factors (nine), therefore, it is more stable than other techniques. The Altman model is not completely applicable for predicting the bankruptcy sound enterprises in Russian environment. Under this the model true prediction totaled 71.3%. The domestic models of Zaitseva and Saifullina predict bankruptcy of enterprises (in agriculture) only in 58.6% and 62.6% of cases respectively. The model of the Irkutsk University showed the overall result of predicting bankruptcy of 65.1% (in transport). In general, we point out the asymmetry of results in assessing the likelihood bankruptcy. All models (except the Fulmer model) have a slight shift to sampling that consists of bankrupt enterprises. That is, these models are better applicable for predicting bankrupt enterprises, rather than sound ones.


Результаты поиска 1 - 10 из 12
Начало | Пред. | 1 2 | След. | Конец


Отсортировано по релевантности | Сортировать по дате