Implementation of event study method in investment portfolio choice

Автор: Maksimov I.V.

Журнал: Теория и практика современной науки @modern-j

Рубрика: Основной раздел

Статья в выпуске: 1 (31), 2018 года.

Бесплатный доступ

This article concerns investment portfolio choice within the given level of risk. For testing the influence of events on portfolio return test statistics are provided in the article. Advantages of event study method over traditional methods are described.

Investment portfolio, securities, stocks, event study, test statistic

Короткий адрес: https://sciup.org/140272292

IDR: 140272292

Статья научная