Анализ модельного риска использования технологии мультипликаторов при оценке акций российских компаний // Model Risk Analysis of Multiplier Technology Applied at Stock Valuation of Russian Companies
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Keywords
G11; G12; G17; G32; G11; G12; G17; G32; company valuation; multiplier P/E; multiplier P/B; stock value; stock volatility; multiplier volatility; risk measure VaR; risk measure ES; оценка ценности компаний; мультипликатор P/E; мультипликатор P/B; ценность акции; волатильность акции; мультипликаторная волатильность; мера риска VaR; мера риска ES;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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