PORTFOLIO INVESTMENT RISKS: TYPOLOGY AND MITIGATION
Yakim Kitanov
Strony: 332-338
Opublikowano: 28 Aug 2016
Wyświetlenia: 2,849
Pobrania: 499
Citations: 15 (Google Scholar)
Citations: 3 (OpenAlex)
Streszczenie: Portfolio investment is an important integral part of every well-functioning stock market. This type of investment, however, has a number of risks. The two main risks are systemic and non-systemic risk. Each of these categories can be further divided into many other subcategories, and all of these subcategories have their own characteristics, specificities and ways of materialization, which need to be differentiated and studied by investors so that they know how to properly manage or avoid them. In the current paper, a high level typology of those risks is presented and particular ways of their manifestation are pointed out.
Słowa kluczowe: portfolio investment risks, β-coefficient (beta), systemic and non-systemic risks
Cytowanie artykułu: Yakim Kitanov. PORTFOLIO INVESTMENT RISKS: TYPOLOGY AND MITIGATION. Journal of International Scientific Publications: Economy & Business 10, 332-338 (2016). https://www.scientific-publications.net/en/article/1001244/
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