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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Anton Nazarkin
The Effect of Time Horizon on Investment's Risk and Yield
Financial Engineering
(Master’s programme)
2019
In Master's graduation qualification work on the topic "Influence of the time horizon on the risk and profitability of investment" I considered financial instruments with different degree of liquidity to study the relationship of the horizon of investment with Profitability and risk.

Actuality of the given work consists in necessity to establish competently the terms and horizons of investment for those or other financial instruments. This study will also help to determine the type of financial instrument in the portfolio depending on the propensity to risk of a potential investor. This procedure involves the possession of certain skills, tools and techniques of financial market diagnostics. The paper analyzes various financial instruments with different liquidity levels.

The work consists of introduction, 3 main parts (review of the issues, description of methodology and practical application of the study), conclusion, List of used literature and applications.

The main purpose of the work will be research and comparison of financial instruments with different degree of risk and profitability at different time intervals in order to identify the most profitable and least risky transactions. This work will help to increase the efficiency of decision making in the formation of investment portfolio.

The novelty of the work is that we prove that financial instruments with a high degree of risk (stocks, national indices and cryptocurrency) may be more profitable and less risky on a long time period than risk-free Assets (bonds).

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