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The Yield and the Risk of Russian Stock Market


Kirill Yakovenko, Nikolay Trunichkin
(about the authors)

Yakovenko Kirill Vladimirovich – Postgraduate Student of the Part-Time Financial and Credit Department in the All-Russian Distance Institute of Finance and Economics, Finance University under the Government of the Russian Federation, Editor Journalist, “Magazine «Futures Contracts And Options»”, LLC

Trunichkin Nikolay Igorevich – Postgraduate Student of the Financial Management Department, Finance University under the Government of the Russian Federation, Technological Development and Business Testing Area Manager, «Moskovskaya birzha», JSC

Published in:
Russian Journal of Entrepreneurship
– № 21 / November, 2012



Keywords: investment, risk, shares, stock market, yield


Citation:
Kirill Yakovenko, Nikolay Trunichkin (2012). The Yield and the Risk of Russian Stock Market. Russian Journal of Entrepreneurship, 13(21), 76-81. — url: http://bgscience.ru/com/lib/3880


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Abstract:

In the article the results of the valuation of the yield and the risk of the investment into shares in Russian stock market in the period from 2000 till 2012 are represented.








References:
1. Sharpe, W.F., Portfolio Theory and Capital Markrts. / Sharpe W. F. − New York: McGraw-Hill, 1970.
2. Yakovenko K.V. Birzhevoy rantye // Fyyuchersy i Optsiony. – 2012. − № 4. – S. 32.
3. Engle, R.F. GARCH101: The Use of ARCH/GARCH Models in Applied Econometrics // Journal of Economic Perspectives. Vol. 15. No. 4.

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