FINANCIAL RISK MANAGEMENT IN THE STOCK MARKET

Abstract

Along with huge capital outflow, fall of GDP, devaluation of national currency, strong volatility in the financial markets of the country, it becomes more difficult for Russian companies to attract investors and creditors for financing of the projects, and for investors to manage own securities portfolio. The purpose of this article is forming and strategy implementation of optimization of a portfolio of equity securities taking into account risk and profitability and strategy of immunization of a portfolio of debt securities of the Russian issuers. There author’s approaches to creation of a securities portfolio of the investor are applied, structures of the best portfolios equity and debt securities are determined.

Keywords

• фондовый рынок
• акция
• облигация
• оптимальный портфель ценных бумаг
• иммунизация