The high level of uncertainty in the development of the Russian economy at the current stage is predetermined by the negative impact of the Covid-19 pandemic and the growth of sanctions restrictions. The socio-economic consequences of these factors continue to constrain the development of all...

A theorem of existence of ruptures in the probability scale has been proven. The theorem can be used, e.g., in economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to create the correcting formula of forecasting.

The theorem of existence of the ruptures in the probability scale has been proved for a discrete case. The theorem can be used, e.g., in economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to create the correcting formula...

Using the portfolio theory we have investigated how portfolio investor and controlling shareholder appraise investment decisions on the on the distribution of investment resources among strategic business units in a business group. In order to apply the existing portfolio theory for the...

Subject. Sanction restrictions sharply decreased possibilities to attract external borrowings and substantiated the expediency of internal investments. This necessitated software tools enabling calculations and investment decisions. The developed a digital model of ISPI (Information System...

Using estimated CAPM-models portfolio risks of Russian mutual funds are analyzed. Two questions are considered: how did mutual funds portfolio risks change during the crisis and postcrisis periods; did portfolio managers successfully fit the portfolio structure depending on market conditions?...

An article about the selecting stocks that can bring the greatest profit. This topic remains relevant among the players of the stock market and people who want to earn on the sale of securities. In this article the author analyzes the changes in stock prices during the crisis period, predicts...

This article is focused on analysis of foreign banks expansion to Russian banking sector and its influence on sector's basic indicators. It compares banking sectors of developing countries to find out the most attractive ones for further increasing of foreign investment. Then it analyses the...

English Abstract: This paper reviews the theory of Credit Default Swaps (CDS), the main characteristics of the CDS market, and how to estimate the non-default component of the yield spreads as the basis between the actual CDS premium and the hypothetical CDS premium implied by bond yields. We...

Russian Abstract: Подход Грэма-Ри адаптирован для использования в условиях российского фондового рынка приме-нительно к публичным и непубличным обществам. Алгоритм...