CLASSIFICATION OF RISKS ON THE RUSSIAN STOCK MARKET
Anatoly S. Potanin
Novosibirsk State University of Economics and Management, Novosibirsk, Russian Federation
Keywords: Russian stock market, diversification, volatility, risk classification
Abstract
The article examines the volatility of one of the key indices on the Russian stock market. Through the prism of statistical data analysis have been identified four key risk groups. The use of this method is justified by the obtained results. The proposed methodology can be used as a basis for forming an investment portfolio of shares with better diversification characteristics.
|
