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Конвергентен Подход За Анализ На Риска И Доходността На Капиталовите Пазари

Author

Listed:
  • Андрей Захариев

    (Стопанска академия "Д.А.Ценов")

  • Живко Тодоров

    (Стопанска академия "Д.А.Ценов")

  • Калоян Петков

    (Стопанска академия "Д.А.Ценов")

  • Никола Илиев

    (Стопанска академия "Д.А.Ценов")

  • Александра Петрова

    (Стопанска академия "Д.А.Ценов")

Abstract

Интеграцията на капиталовите пазари на страните‒членки в ЕС поставя редица въпроси пред инвестиционния мениджмънт. В настоящата разработка е изследван процесът на интеграция в ЕС и неговото влияние върху рисково-доходните характеристики на портфейл, съставен от Европейски акции. Резултатите показват, че информационните сигнали от процеса на интеграция могат да бъдат използвани като предиктори на абнормална доходност.

Suggested Citation

  • Андрей Захариев & Живко Тодоров & Калоян Петков & Никола Илиев & Александра Петрова, 2017. "Конвергентен Подход За Анализ На Риска И Доходността На Капиталовите Пазари," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, vol. 24(1 Year 20), pages 7-35.
    • Handle: RePEc:dat:almana:v:24:y:2017:i:1:p:7-35
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    More about this item

    Keywords

    интеграция; активно портфейлно управление; предиктори; алфа.;
    All these keywords.

    JEL classification:

    • F15 - International Economics - - Trade - - - Economic Integration
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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