Criteria of Stability of the Share Market. Its Connection with Information Awareness and Principles of Behaviour of Investors

Victor A. Gorelik () and Tatyana V. Zolotova ()
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Victor A. Gorelik: Russian Academy of Sciences
Tatyana V. Zolotova: Financial University under the Government of the Russian Federation

Finansovyj žhurnal — Financial Journal, 2013, issue 3, 17-28

Abstract: In the article the covariance dependences of optimum portfolios y ields of investors using short sales, borrowing and lending are investigated. The measures of stability and risk for a separate investor and the structured share market are offered. The research of the market model on stability by means of the offered measures is carried out.

Keywords: correlation coefficient; risk coefficient; average covariance; stability (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:fru:finjrn:130302:p:17-28

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