2026· EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA· Vol 6/8, pp. 151-170· 0 citations
Abstract
The article examines the features of investment portfolio management under crisis shocks associated with the COVID-19 pandemic, geopolitical instability in 2022-2023, and the declining reliability of traditional diversification models. The relevance of reconsidering the 60/40 portfolio is substantiated, as in 2022 it demonstrated a significant deterioration in its protective properties. The research methodology is based on a comparative analysis of passive, active, defensive, and dynamic portfolio management models, as well as a computational testing of asset structures using Russian market data from the acute phase of the 2022 crisis. The study evaluates returns, final portfolio value, drawdown, the role of gold and the currency component, rebalancing frequency, and the economic effect relative to the baseline 60/40 model. It is established that crisis-oriented management is primarily aimed at reducing losses, preserving liquidity, and creating conditions for capital recovery. The conclusion is made that it is advisable to combine models, taking into account the type of crisis and investor behavior.
The article examines the features of investment portfolio management under financial market instability. The relevance of the topic is determined by the fact that rising interest rates, increasing market volatility, changes in the liquidity of financial instruments, and infrastructure constraints affect the requirement...
M. E. Lebedeva, D. Ivanov· EKONOMIKA I UPRAVLENIE: PROB...· 0 citations
Immunization is a strategy that matches the duration of assets and liabilities to minimize the impact of interest rate changes. This can be achieved using Redington’s conditions. This paper addresses a gap in the existing literature: while prior immunization studies typically evaluate performance under stable market co...
S. Padma Annakamu· Scholar Journal of Humanitie...· 0 citations
This article examines the transformation of insurance companies business models in the context of heightened macroeconomic instability in 2024- 2026, characterized by high financial market volatility, inflationary pressure, fluctuations in key interest rates, and ongoing geopolitical shifts. The aim of the study is to...
The article explores the growth prospects for the Russian stock market capitalization, aiming for an increase from 24.7% in 2025 to 66% of GDP by 2030. The methodological framework includes an extensive literature review on capitalization dynamics and its determinants, a comparative and economicstatistical analysis of...
A. E. Abramov, A. Radygin, M. Chernova· Voprosy Ekonomiki· 0 citations
This paper examines the historical and projected equity risk premium (ERP) for the Russian stock market in view of the narrowing investment horizons of market participants and the increasing reliance on domestic resources. The study aims to substantiate the long-term advantages of equity investments. The methodology em...
A. Radygin, A. E. Abramov, M. Chernova· Economic Policy· 0 citations
This study evaluates a geopolitical risk–guided portfolio switching strategy between gold and equity markets. The results show that portfolios adjusted according to the GPR index outperform conventional buy-and-hold strategies during high-risk periods, particularly in the U.S. market. The findings indicate that lagged...
Yi-Xuan Huang, Ahmad Farid Osman, Adilah Binti Abdul Ghapor· International journal of com...· 0 citations
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