Prediction of profitability and risk of investment in the stock market. Tutorial
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The book reveals in detail the theoretical and practical foundations of investment assessment of companies in the stock market. Various points of view are given on the functioning of financial markets: the hypothesis of an effective market, the hypothesis of the fractal market, the hypothesis of the coherent market are considered.
. The attention is paid to the models of forecasting the yield of securities using the models of W. Sharpa (Capm), F. Black (Zero Beta Capm), E. Fama and K. French, M. Karhart, R. Merton, S. Rossa (APT) and others, as well as risk assessment using standard deviation, modification of standard deviation, VAR, CVAR, beta coefficient, beta modification.
. The portfolio theory is from the point of view of factor models of Markovitsa, J. Tobin and "Quasi-Sharpa". Detailed examples of portfolio formation for these models using Excel for Russian companies are given.
. Kniga will be useful to investors, portfolio managers, specialists in the field of finance, financial and investment analysts, as well as students, scientists, graduate students, and teachers
. The attention is paid to the models of forecasting the yield of securities using the models of W. Sharpa (Capm), F. Black (Zero Beta Capm), E. Fama and K. French, M. Karhart, R. Merton, S. Rossa (APT) and others, as well as risk assessment using standard deviation, modification of standard deviation, VAR, CVAR, beta coefficient, beta modification.
. The portfolio theory is from the point of view of factor models of Markovitsa, J. Tobin and "Quasi-Sharpa". Detailed examples of portfolio formation for these models using Excel for Russian companies are given.
. Kniga will be useful to investors, portfolio managers, specialists in the field of finance, financial and investment analysts, as well as students, scientists, graduate students, and teachers
Author:
Author:Zhdanov I. Yu .
Cover:
Cover:Soft
Category:
- Category:Business & Money
Publication language:
Publication Language:Russian
Paper:
Paper:Offset
Age restrictions:
Age restrictions:12+
ISBN:
ISBN:978-5-392-33374-5
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