V. A. Gorelik, T. V. Zolotova, “On some estimations of share market stability and the influence of investors' information awareness on them”, Probl. Upr., 2013, no. 6, 41

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Problemy Upravleniya, 2013, Issue 6, Pages 41–47 (Mi pu820)

Control in the socio-economic systems

On some estimations of share market stability and the influence of investors' information awareness on them

V. A. Gorelik^a, T. V. Zolotova^b

^a Dorodnitsyn Computing Centre of the Russian Academy of Sciences
^b Financial University under the Government of the Russian Federation

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Abstract: The paper proposes the measures of stability and risk for a separate investor and the structured share market. The research of the market model stability with the use of proposed measures is carried out. It is shown that investors, adhering to various forecasts of the share market development as a result of their various information awareness, and choosing different strategies (portfolios), promote the given system stability.

Keywords: collective risk, risk coefficient, average covariance, stability.

Document Type: Article

UDC: 35.073.5

Language: Russian

Citation: V. A. Gorelik, T. V. Zolotova, “On some estimations of share market stability and the influence of investors' information awareness on them”, Probl. Upr., 2013, no. 6, 41–47

Citation in format AMSBIB

\Bibitem{GorZol13}

\by V.~A.~Gorelik, T.~V.~Zolotova

\paper On some estimations of share market stability and the influence of investors' information awareness on them

\jour Probl. Upr.

\yr 2013

\issue 6

\pages 41--47

\mathnet{http://mi.mathnet.ru/pu820}

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https://www.mathnet.ru/eng/pu/v6/p41

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