Time and Risk of Securities Portfolio
https://doi.org/10.21686/2413-2829-2025-2-153-159
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.
About the Authors
V. A. Galanov
Plekhanov Russian University of Economics
Russian Federation
Russian Federation
Vladimir A. Galanov Doctor of Economics, Professor of the Department for World Financial Markets and Fintech
36 Stremyanny Lane, Moscow, 109992
A. V. Galanova
National Research University Higher School of Economics
Russian Federation
Russian Federation
Aleхandra V. Galanova PhD, Assistant Professor of the Department for Financial Market Infrastructure
20 Myasnitskaya Str., 101000, Moscow
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Review
For citations:
Galanov V.A., Galanova A.V. Time and Risk of Securities Portfolio. Vestnik of the Plekhanov Russian University of Economics. 2025;(2):153-159. (In Russ.) https://doi.org/10.21686/2413-2829-2025-2-153-159
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