RTS futures as an optimal risk hedging instrument
Автор: Kruglova A.R.
Журнал: Экономика и бизнес: теория и практика @economyandbusiness
Статья в выпуске: 3-2 (73), 2021 года.
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This article examines the derivatives market as a basis for hedging investment risks. The objects of the article are futures on the RTS and the RTS index itself. During the analysis, the charts of these financial instruments were studied, and the optimal hedging ratio was calculated to assess the effectiveness of investments. The study made it possible to prove the use of derivatives as instruments for hedging an investor's portfolio risks.
Derivatives market, derivatives, futures, rts index, hedging
Короткий адрес: https://sciup.org/170183293
IDR: 170183293 | DOI: 10.24412/2411-0450-2021-3-2-12-14