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Теория За Регионалната Рискова Премия. Клъстеризация На Капиталовите Пазари

Author

Listed:
  • Калоян Петков

    (Стопанска академия "Д.А.Ценов")

Abstract

Основният проблем при оценяването на компаниите е намиране на цената на собствения капитал и отразяването на асоциираните рискове. Важен компонент от тази цена е коректното отразяване на пазарните рискове. В настоящото изследване се доказва наличието на странова/регионална рискова премия, също така се апробира технология за класифициране на пазарите по групи. След клъстеризация на база рисковите характеристики на пазарите се оформят осем групи.

Suggested Citation

  • Калоян Петков, 2016. "Теория За Регионалната Рискова Премия. Клъстеризация На Капиталовите Пазари," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, vol. 11(11 Year 2), pages 23-37.
    • Handle: RePEc:dat:almphd:v:11:y:2016:i:11:p:23-37
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    More about this item

    Keywords

    странова рискова премия; цена на капитала; клъстеризация;
    All these keywords.

    JEL classification:

    • G30 - Financial Economics - - Corporate Finance and Governance - - - General
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis

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