Open AccessMODELING OF STOCK RETURNS OF COMPANIES BELONGING TO DIFFERENT INDUSTRIES AND COUNTRIES
Author(s) -
Dmitriy Kandaurov
Publication year - 2019
Publication title -
vestnik ûžno-uralʹskogo gosudarstvennogo universiteta. seriâ, èkonomika i menedžment
Language(s) - English
Resource type - Journals
eISSN - 2413-1016
pISSN - 1997-0129
DOI - 10.14529/em190105
Subject(s) - stock (firearms) , copula (linguistics) , portfolio , econometrics , structuring , sharpe ratio , risk–return spectrum , economics , systematic risk , modern portfolio theory , financial economics , portfolio optimization , capital asset pricing model , business , finance , engineering , mechanical engineering