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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Autor principal:	Daria A. Bystrova
Formato:	article
Lenguaje:	RU
Publicado:	Plekhanov Russian University of Economics 2018
Materias:	stock exchange market portfolio investor finance asset liquidity indices of finance asset liquidity Economics as a science HB71-74
Acceso en línea:	https://doaj.org/article/8ba16f855acb48dbb71bf513ddaf3281
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spelling	oai:doaj.org-article:8ba16f855acb48dbb71bf513ddaf32812021-11-15T05:20:46ZTHEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS2413-28292587-925110.21686/2413-2829-2017-6-71-79https://doaj.org/article/8ba16f855acb48dbb71bf513ddaf32812018-01-01T00:00:00Zhttps://vest.rea.ru/jour/article/view/407https://doaj.org/toc/2413-2829https://doaj.org/toc/2587-9251The 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.Daria A. BystrovaPlekhanov Russian University of Economicsarticlestock exchange marketportfolio investorfinance asset liquidityindices of finance asset liquidityEconomics as a scienceHB71-74RUВестник Российского экономического университета имени Г. В. Плеханова, Vol 0, Iss 6, Pp 71-79 (2018)
institution	DOAJ
collection	DOAJ
language	RU
topic	stock exchange market portfolio investor finance asset liquidity indices of finance asset liquidity Economics as a science HB71-74
spellingShingle	stock exchange market portfolio investor finance asset liquidity indices of finance asset liquidity Economics as a science HB71-74 Daria A. Bystrova THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS
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
author	Daria A. Bystrova
author_facet	Daria A. Bystrova
author_sort	Daria A. Bystrova
title	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_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_sort	theoretical approaches and tools of estimating the liquidity of finance assets in portfolio investment tasks
publisher	Plekhanov Russian University of Economics
publishDate	2018
url	https://doaj.org/article/8ba16f855acb48dbb71bf513ddaf3281
work_keys_str_mv	AT dariaabystrova theoreticalapproachesandtoolsofestimatingtheliquidityoffinanceassetsinportfolioinvestmenttasks
_version_	1718428694976921600

THEORETICAL APPROACHES AND TOOLS OF ESTIMATING THE LIQUIDITY OF FINANCE ASSETS IN PORTFOLIO INVESTMENT TASKS

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