RISK ASSESSMENT OF INVESTMENTS IN INTERNATIONAL AND RUSSIAN STEEL GROUPS

2021 ◽  
Vol 1 (7) ◽  
pp. 108-120
Author(s):  
D. А. SOLOVIEV ◽  
◽  
A. Yu. ANTYUKHOV ◽  
Keyword(s):  
Risk Assessment ◽  
Stock Market ◽  
Investment Portfolio ◽  
Bank Rate

Investments in the stock market are becoming more attractive against the background of a reduction in the key bank rate. For the Russian investor, there are new opportunities to increase capital, including by buying shares of large international and Russian companies. When diversifying the investment portfolio, it is necessary to choose companies from different sectors of the economy. The article is devoted to the risk assessment of investments in metallurgical companies. It turns out how risky it is to invest in Russian steel giants compared to international corporations.

The Influence of Internal Control Factors on the Perfomance Effectiveness of the Garment, Agricultural and Chemical Enterprises Listed on Vietnam’s Stock Market

2020 ◽  
Vol 36 (1) ◽  
Author(s):  
Do Huy Thuong ◽  
Nguyen Thi Phuong Hong
Keyword(s):  
Risk Assessment ◽  
Stock Market ◽  
Internal Control ◽  
Research Result ◽  
Control Environment ◽  
Monitoring And Control ◽  
Performance Effectiveness ◽  
Control Factors ◽  
Information And Communication ◽  
And Control

The research focuses on analysing the impacts of internal control factors on the performance effectiveness of the garment, agricultural and chemical enterprises listed on Vietnam’s stock market. The research result shows that of the factors of Risk Assessment, Control Activities, Information and Communication, Monitoring and Control Environment, the factor of Information and Communication has the strongest effect on the performance effectiveness of the enterprises. Next to it is Risk Assessment, Control Environment and Monitoring. The factor of Control Activities has the least influence on the performance effectiveness of the enterprises.

Share Repurchase As the Instrument of the Management of the Capital of the Company

2020 ◽  
Vol 9 (2) ◽  
pp. 44-50
Author(s):  
Vladimir Galanov ◽  
A. Galanova
Keyword(s):  
Stock Market ◽  
Secondary Market ◽  
Share Repurchases ◽  
Top Management ◽  
Joint Stock Company ◽  
Share Repurchase ◽  
Investment Portfolio ◽  
Stock Company ◽  
Proper Management ◽  
External Shareholders

The joint-stock company is a participant in the primary stock market, primarily as an issuer of shares and bonds. However, in the event of the repurchase of its shares, the joint-stock company may also act as a specific participant in the secondary market. When buying its own shares, the joint-stock company is turning into a specific type of investor and speculator in the stock market, and the shares it purchases form a redemption issue portfolio that requires proper management, as well as an investment portfolio. Share repurchases may have economic, “technical” and even political and social reasons. Repurchased shares may relate to a group of treasury shares or a group of quasi-treasury shares. The existence of quasi-treasury shares means that there is an opportunity in which it is not external shareholders who control the joint-stock company but the company's top management, which is no longer under the control of the shareholder group.

scholarly journals Mean-Variance Portfolio Optimization on Islamic Stocks by Using Non Constant Mean and Volatility Models and Genetic Algorithm

2018 ◽  
Vol 7 (3.20) ◽  
pp. 366
Author(s):  
Endang Soeryana Hasbullah ◽  
Nurfadhlina Bt Abdul Halim ◽  
Sukono . ◽  
Adam Sukma Putra ◽  
Abdul Talib Bon
Keyword(s):  
Genetic Algorithm ◽  
Stock Market ◽  
Moving Average ◽  
Lagrangian Multiplier ◽  
Potential Candidate ◽  
Investment Portfolio ◽  
Expected Return ◽  
Volatility Models ◽  
Mean Variance Portfolio ◽  
Mean Variance

The risk in stock market has taken an sinificant issue in investment of stock market, including Investment in some Islamic stocks. In order to minimize the level of risk, investors usually forming an investment portfolio. Establishment of a portfolio consisting of several Islamic stocks are intended to get the optimal composition of the investment portfolio. This paper discussed about optimizing investment portfolio of Mean-Variance to Islamic stocks by using mean and volatility is not constant approaches. Non constant mean analyzed using models Autoregressive Moving Average (ARMA), while non constant volatility models are analyzed using the Generalized Autoregressive Conditional heteroscedastic (GARCH). Optimization process is performed by using the Lagrangian multiplier technique followed by the Genetic Algorithm (GA). The expected result is to get the proportion of investment in each Islamic stock analyzed. Based on the result, we got that GA give a proportion of portfolio optimum selection with the best expected return. However, The GA has more potential candidate of solution that give the investor an alternative of their optimum portfolio selection. in this paper, we only present the best solution which has the highest fitness to the model. 

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