ANALYSIS OF THE FACTORS AFFECTING DEVELOPMENT OF THE MUTUAL FUNDS IN RUSSIA
https://doi.org/10.21686/2500-3925-2016-1-51-55
Abstract
N this paper, we scrutinize the actual factors, reverberating dynamics of the mutual funds in Russia. Based on the example of risk premium analysis and study of investment strategies, we show, why investors are not in a hurry to invest in assets on Russian market. We believe it to be attributed to the general risk aversion of investors
About the Author
Alexander V. Revinsky
Financial University under the Government of the Russian Federatio
Russian Federation
Russian Federation
References
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15. Ferson Wayne E., Schadt Rudi W. Measuring fund strategy and performance in changing economic conditions / Wayne E. Ferson and Rudi W. Schadt // Journal of Finance. 1996. № 51. P. 425-462
16. Fama, E. F. Common risk factors in the returns on bonds and stocks / Eugene F. Fama, Kenneth R. French // Journal of Financial Economics. 1993. № 33. P. 3-53
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Review
For citations:
Revinsky A.V. ANALYSIS OF THE FACTORS AFFECTING DEVELOPMENT OF THE MUTUAL FUNDS IN RUSSIA. Statistics and Economics. 2016;(1):51-55. (In Russ.) https://doi.org/10.21686/2500-3925-2016-1-51-55
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