RISK ANALYSIS OF INVESTMENTS IN MUTUAL FUNDS

RISK ANALYSIS OF INVESTMENTS IN MUTUAL FUNDS

Increase in mutual funds’ popularity makes problem of determination of factors, which influence on investor’s decision up-to-date. Investors usually pay more attention to risk factors and future return based on CAPM or any other model. Aim of this paper is analysis of dependency between common risk...

Full description

Bibliographic Details
Main Author: Eduard Dadyan
Format: Article
Language:Russian
Published: Inter-regional Institute for Spatial Development 2015-09-01
Series:Krymskij Naučnyj Vestnik
Subjects:
mutual funds
expected return
risks
beta
alpha
CAPM model
artificial neural network
Online Access:http://krvestnik.ru/pub/2015/09/DadyanEG2.pdf

Similar Items

Similar Items