Published June 22, 2023
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NEW APPROACHES TO INVESTMENT ANALYSIS ON HIGH RISKY FINANCIAL MARKETS
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Description
A new type of risk assessment is introduced and substantiated - the risk ratio, as well as its relationship with the prices of a special financial instrument - a binary option - in high-risk financial markets. The peculiarities of risk coefficient calculation in the conditions of subjective-probabilistic and financial modeling are considered. The asymptotic stability of risk assessments in efficient financial markets is proved.