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Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков

Author

Listed:
  • Alexander E. Abramov

    (Russian Presidential Academy of National Economy and Public Administration)

  • Alexander D. Radygin

    (Gaidar Institute for Economic Policy; Russian Presidential Academy of National Economy and Public Administration)

  • Maria I. Chernova

    (Russian Presidential Academy of National Economy and Public Administration)

  • Andrey G. Kosyrev

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

Факторные стратегии инвестирования позволяют более эффективно управлять инвестиционными портфелями в условиях растущей волатильности финансовых рынков под влиянием существенных изменений в денежной-кредитной политике центральных банков и неравномерного восстановления разных секторов экономик стран с разным уровнем развития. Развитие биржевых инвестиционных фондов (ETFs) упрощает применение факторных стратегий для инвесторов. Однако на российском рынке указанные стратегии пока не находят достаточного применения из-за технических проблем обработки исходных данных и инерции финансовых посредников.

Suggested Citation

  • Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022. "Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, February.
    • Handle: RePEc:gai:ruserr:r2221
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    More about this item

    Keywords

    финансовые рынки; волатильность финансовых рынков; факторное инвестирование; биржевые инвестиционные фонды; паевые инвестиционные фонды;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets

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