Template-Type: ReDIF-Article 1.0
Author-Name: Victor A. Gorelik
Author-Email: vgorl6@mail.ru
Author-Workplace-Name: Russian Academy of Sciences
Author-Name: Tatyana V. Zolotova
Author-Email: tgoldll@mail.ru
Author-Workplace-Name: Financial University under the Government of the Russian Federation
Title: Criteria of Stability of the Share Market. Its Connection with Information Awareness and Principles of Behaviour of Investors
Abstract: In the article the covariance dependences of optimum portfolios y ields of investors using short sales, borrowing and lending are investigated. The measures of stability and risk for a separate investor and the structured share market are offered. The research of the market model on stability by means of the offered measures is carried out.
Classification-JEL:
Keywords: correlation coefficient, risk coefficient, average covariance, stability
Journal: Finansovyj žhurnal — Financial Journal
Pages: 17-28
Issue: 3
Year: 2013
Month: September
File-URL: http://www.nifi.ru/images/FILES/Journal/Archive/2013/3/statii/2013_03_02.pdf
File-Format: Application/pdf
Handle: RePEc:fru:finjrn:130302:p:17-28