Hedge of market risk of investment portfolio using derivatives market instruments

Автор: Minenko V.V.

Журнал: Экономика и социум @ekonomika-socium

Рубрика: Основной раздел

Статья в выпуске: 6-2 (97), 2022 года.

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The paper considers a method of price risk hedging using a beta coefficient using derivatives market instruments. In modern practice, a large number of techniques are available that allow you to manage market risks. Some of them involve the formation of such a portfolio of securities that the impact of market risks on its value is minimal. Others suggest opening opposite transactions using derivatives market instruments to win back an unfavorable movement in the value of assets. The purpose of the study is to develop an author's methodology for hedging an investment portfolio against price risk.

Market risk, price risk, derivatives market instruments, beta coefficient, hedging

Короткий адрес: https://sciup.org/140299060

IDR: 140299060

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