THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS
The article substantiates the approach to the content and methods of estimating the liquidity of finance assets included in the investor’s portfolio (a professional institutional market participant or non- institutional), gives their comparative analysis embracing both the phenomenon of liquidity an...
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| Format: | Article |
| Language: | Russian |
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Plekhanov Russian University of Economics
2018-01-01
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| Series: | Вестник Российского экономического университета имени Г. В. Плеханова |
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| Online Access: | https://vest.rea.ru/jour/article/view/407 |
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| _version_ | 1850050640364961792 |
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| author | Daria A. Bystrova |
| author_facet | Daria A. Bystrova |
| author_sort | Daria A. Bystrova |
| collection | DOAJ |
| description | The article substantiates the approach to the content and methods of estimating the liquidity of finance assets included in the investor’s portfolio (a professional institutional market participant or non- institutional), gives their comparative analysis embracing both the phenomenon of liquidity and methods of its estimation on the basis of market information. It is proposed to consider an approach based on the use of the extended set of liquidity indices, including urgency, depth and flexibility, density and volume of dealings with assets, especially for emerging finance markets. Multidimensional liquidity estimations allow us to get its more accurate values in comparison with one-dimensional. It actualizes the topic of improving the traditional models and designing more original methods of finance asset liquidity estimation, which is used in criteria and restrictions of portfolio investment models. |
| format | Article |
| id | doaj-art-8ba16f855acb48dbb71bf513ddaf3281 |
| institution | DOAJ |
| issn | 2413-2829 2587-9251 |
| language | Russian |
| publishDate | 2018-01-01 |
| publisher | Plekhanov Russian University of Economics |
| record_format | Article |
| series | Вестник Российского экономического университета имени Г. В. Плеханова |
| spelling | doaj-art-8ba16f855acb48dbb71bf513ddaf32812025-08-20T02:53:23ZrusPlekhanov Russian University of EconomicsВестник Российского экономического университета имени Г. В. Плеханова2413-28292587-92512018-01-0106717910.21686/2413-2829-2017-6-71-79396THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKSDaria A. Bystrova0Plekhanov Russian University of EconomicsThe article substantiates the approach to the content and methods of estimating the liquidity of finance assets included in the investor’s portfolio (a professional institutional market participant or non- institutional), gives their comparative analysis embracing both the phenomenon of liquidity and methods of its estimation on the basis of market information. It is proposed to consider an approach based on the use of the extended set of liquidity indices, including urgency, depth and flexibility, density and volume of dealings with assets, especially for emerging finance markets. Multidimensional liquidity estimations allow us to get its more accurate values in comparison with one-dimensional. It actualizes the topic of improving the traditional models and designing more original methods of finance asset liquidity estimation, which is used in criteria and restrictions of portfolio investment models.https://vest.rea.ru/jour/article/view/407stock exchange marketportfolio investorfinance asset liquidityindices of finance asset liquidity |
| spellingShingle | Daria A. Bystrova THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS Вестник Российского экономического университета имени Г. В. Плеханова stock exchange market portfolio investor finance asset liquidity indices of finance asset liquidity |
| title | THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS |
| title_full | THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS |
| title_fullStr | THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS |
| title_full_unstemmed | THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS |
| title_short | THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS |
| title_sort | theoretical approaches and tools of estimating the liquidity of finance assets in portfolio investment tasks |
| topic | stock exchange market portfolio investor finance asset liquidity indices of finance asset liquidity |
| url | https://vest.rea.ru/jour/article/view/407 |
| work_keys_str_mv | AT dariaabystrova theoreticalapproachesandtoolsofestimatingtheliquidityoffinanceassetsinportfolioinvestmenttasks |