Work

Time and Risk of Securities Portfolio

Year: 2025

Type: article

Abstract: The article advances an alternative approach to studying correlation between time and risk in investing into securities portfolio. This risk is usually identified with risks of short-term trading on stock market. However, in case securities portfolio is kept for rather a long period of time, then portfolio risk changes in quality, as it becomes relatively independent from time on investment. The authors showed that fluctuation of share price stops being a principle specific feature of investing into it, while the 1st place is taken by size and regularity of net profit generated by such securities portfolio.

Source: Vestnik of the Plekhanov Russian University of Economics

DOI: 10.21686/2413-2829-2025-2-153-159

Authors: V. A. Galanov, A. V. Galanova

Institutions: Plekhanov Russian University of Economics, National Research University Higher School of Economics

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W4408568967

FWCI:

Cites: 1

Cited by:

Related to: 10