Evaluation of Financial Risk in Stock Market

Authors

  • V. A. Dresvyannikova Kalashnikov Izhevsk State Technical University
  • S. P. Syrygin Kalashnikov Izhevsk State Technical University

Keywords:

Value-at-Risk, financial risk, standard deviation, volatility down, β-factor, value-at-risk

Abstract

The article focuses on the concept of “risk” and the sources of its origin. The purpose of this article is to study the steps used in the practice of risk assessment in the stock market. The study assessed the risk of the data and the RTS stock companies from different industries using the considered measures of financial risk assessment. The problem raised in this article is to identify the most appropriate measures for assessing the financial risk in the crisis and pre-crisis market.

Author Biographies

V. A. Dresvyannikova, Kalashnikov Izhevsk State Technical University

Master’s degree student

S. P. Syrygin, Kalashnikov Izhevsk State Technical University

PhD in Engineering

References

Миркин Я. М. Ценные бумаги и фондовый рынок. – М. : Перспектива, 1995 – 248 с.

Булашев С. В. Статистика для трейдеров. – М. : Спутник+, 2003. – 245 с.

Сырыгин С. П., Семакин А. В. Моделирование, оценка и управление риском на российском фондовом рынке // Вестник ИжГТУ. – 2008 – № 4. – С. 96–102.

Шарп У. Ф. Инвестиции : пер. с англ. – М. : ИНФРА-М., 2001. – 1027 с.

Downloads

Published

15.09.2013

How to Cite

Dresvyannikova В. А., & Syrygin С. П. (2013). Evaluation of Financial Risk in Stock Market. Vestnik IzhGTU Imeni M.T. Kalashnikova, (3), 054–057. Retrieved from https://izdat.istu.ru/index.php/vestnik/article/view/2779

Issue

No. 3 (2013)

Section

Articles