Vigen Babkenovich Minasyan

Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies

Professor

Moscow

Russia

SCHOLARLY PAPERS

26

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Scholarly Papers (26)

1.

Investigation of Iterative Algorithms for Evaluations of Capital Structure and Cost

Number of pages: 18 Posted: 04 Nov 2013
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 209 (143,229)

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company’s value, structure of capital, free cash flow, iterative method, principle of

2.

CAPM Model and α- Jensen Model upon Condition of Increasing of Volatilities Heterogeneity

Number of pages: 11 Posted: 24 Feb 2013
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 188 (157,963)

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3.

CAPM and Diversification of the Investment Portfolio Under Heterogeneous Volatility

Number of pages: 19 Posted: 13 Dec 2009
Vigen Babkenovich Minasyan and Mikhail Alexandrovich Limitovskiy
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies and Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Downloads 140 (203,203)

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4.

Стимулы и Риски Во Взаимоотношениях Между Принципалом и Агентом (Incentives and Risks in Relationship between the Principal and the Agent)

Financial Risk Management
Number of pages: 16 Posted: 20 Oct 2015
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 108 (247,199)

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the agency conflict, the principal, the agent, usefulness function, production function stimulating the contract, risks of usefulness, a measure of risk of VaR, a measure of risk of ES.

5.

Special Legal Instruments for Placement of Shares in the Course of a Joint-Stock Company Reorganization: 'Stock Conversion Procedure'

Number of pages: 16 Posted: 17 Apr 2014
Andrei Glushetskiy and Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 91 (277,060)

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stocks conversion, stocks conversion ratios, stocks conversion procedure, options of stocks conversion procedure, direct and indirect participation in the equity capital.

6.

Crisis Phenomena in the Process of Formation of a Market Portfolio

Number of pages: 21 Posted: 01 Sep 2012 Last Revised: 04 Sep 2012
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 81 (297,689)

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Market portfolio, expected return, volatility, covariance, b coefficient, Markowitz umbrella, stable state of the market, turbulent phase, critical market phenomena

7.

Риски Взаимоотношений Государства и Дотируемых Компаний: Агентская Проблема (Risks of Relations of the State and the Subsidized Companies: Agency Problem)

Management accounting and finance
Number of pages: 18 Posted: 06 Sep 2016
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 72 (318,714)

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an agency problem, the subsidized company, usefulness for the company, usefulness for the state, the level of grants, maximization of value

8.

Incompleteness of Contracts and Harmonization of Contract Execution Allowing for Counterparty Risk

Number of pages: 8 Posted: 11 Sep 2017
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 60 (350,521)

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Incomplete contracts, review of the terms, equilibrium prices, currency risk, counterparty risk, Rules of Fair Practice, optimal equilibrium prices.

9.

Оценка рисков, возникающих при применении технологии мультипликаторов при оценке акций (Assessment of the Risk Arising at Use of Multiples Technology for Share Assessment)

Number of pages: 25 Posted: 10 Jan 2019
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 50 (381,491)

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multiplier P/E; multiplier P/B; the value of the stock; stock volatility; multiplier volatility; VaR risk measure; ES risk measure; analogue companies

10.

Relationship between the State and Subsidized Companies: Agency Problem

Number of pages: 17 Posted: 25 Jul 2016
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 48 (388,314)

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subsidized companies, agency problem, value (utility) for the company, extreme subsidy level, value for the state, expropriation parameter

11.

Using Exchange Options in the Valuation of Convertible Preferred Shares

Number of pages: 23 Posted: 23 Apr 2015
Vigen Babkenovich Minasyan and Alexander Tai
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies and Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Downloads 46 (395,109)

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exchange option, preferred share, ordinary share, Margrabe exchange option value model, binomial exchange option valuation model, valuation of convertible preferred shares

12.

Minimization of Costs for Redemption of Shares at Request of Shareholders

Number of pages: 19 Posted: 26 Dec 2015
Andrei Glushetskiy and Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 42 (409,509)

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the quorum in respect of the issue put to a vote; maximum quantity of shares that may be redeemed by the company; optimal distribution of shares of the majority shareholders in order to save the costs for redemption of shares from the minority shareholders; redistribution of shares of the majority

13.

ПОРЯДОК КОНВЕРТАЦИИ АКЦИЙ ПРИ РЕОРГАНИЗАЦИИ И ЕГО ВЛИЯНИЕ НА СТРУКТУРУ УСТАВНОГО КАПИТАЛА ОБЩЕСТВА-ПРАВОПРЕЕМНИКА (Procedure for Conversion of Shares in Reorganization and Its Influence on the Structure of Share Capital of the Company Assigns)

Number of pages: 23 Posted: 24 Jan 2015
Andrei Glushetskiy and Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 39 (420,812)

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conversion, conversion ratios, order conversion option order conversion, the direct and indirect equity participation

14.

Incentives and Risks in Relationships between the Principal and the Agent

Number of pages: 15 Posted: 02 Jul 2014
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 38 (424,912)

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model of moral hazard (risk), expected utility, VaR for the princopal, VaR foe the agent, measure of the utility risk, lognormally distributed random variable

15.

Современные Методы Оценки Стоимости и Структуры Капитала С Учетом Риска (Modern Methods of Evaluation of Cost and Capital Structure with Attention to the Risks)

Number of pages: 48 Posted: 03 Jun 2015
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 35 (437,073)

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оценка, стоимость капитала, структура капитала, риски; evaluation, capital cost, capital structure, risks

16.

Модели оценки рисков деятельности компаний, реализующих проекты с НИОКР (Risk Assesssment Models of the Activities of Companies Implementing R&D Projects)

Number of pages: 18 Posted: 24 May 2019
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 33 (445,431)

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Ключевые слова; R & D проекты; мера риска VaR; денежный поток; равномерное распределение; треугольное распределение; носитель распределения; R&D projects; VaR risk measure; cash flow; uniform distribution; triangular distribution; distribution support

17.

The Quantity of Candidates, Who Have Earned More than 50% of the Votes from the Meeting Participants, Exceeds the Quantitative Composition of the Body of the Company

Number of pages: 11 Posted: 26 Dec 2015
Andrei Glushetskiy and Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 30 (459,008)

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Quantitative composition of the body of a company, the quantity of candidates included in the ballot paper, the quantity of times of voting 'for'

18.

Анализ Рисков Инвестиционного Проекта (Risk Analysis of the Investment Project)

Number of pages: 23 Posted: 31 Mar 2015
Vigen Babkenovich Minasyan and Mikhail Alexandrovich Limitovskiy
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies and Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Downloads 30 (459,008)

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analysis of sensitivity, scenario analysis, VaR of the project, ES project, marginal VaR of the project, cost of VaR of the project, project CFaR, line of tolerance

19.

CAPM и Диверсификация Инвестиционного Портфеля в Условиях Неоднородной Волатильности (CAPM and Diversification of an Investment Portfolio in the Conditions of Non-Uniform Volatility)

Number of pages: 18 Posted: 30 Mar 2015
Vigen Babkenovich Minasyan and Mikhail Alexandrovich Limitovskiy
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies and Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Downloads 30 (459,008)

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effect of diversification, investment portfolio, specific risk of an asset, systematic risk of a portfolio, dispersion of profitability of an asset, optimum diversification

20.

Методические Особенности Расчетов Структуры и Стоимости Капитала в Технологиях Финансового Менеджмента (Methodical Features of Calculations of Structure and Cost of the Capital in Technologies of Financial Management)

MBA journal
Number of pages: 15 Posted: 04 Mar 2015
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 26 (478,969)

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capital structure; capital value; iterative algorithm; duration of a cash flow; sufficient condition of convergence of algorithm

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Markowitz's model, SML line, CML line, crisis phenomena, market reference point, phase transition, turbulent phase

22.

CAPM Модель и Альфа-Дженсена При Возникновении Кризисных Явлений (CAPM Model and Alpha-Jensen at Emergence of the Crisis Phenomena)

Number of pages: 10 Posted: 27 Mar 2015
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 20 (512,260)

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Keywords: CAPM model, alpha-Jensen, heterogeneity of volatilnost, market portfolio, diversification, not systematic risk.

23.

Неполнота Контрактов и Гармонизация Их Исполнения С Учетом Риска Контрагента (Incompleteness of Contracts and Harmonization of Their Execution Taking into Account Counterparty Risk)

Number of pages: 8 Posted: 09 May 2018
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 18 (523,875)

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incomplete contracts, revision of conditions, equilibrium prices, currency risk, counterparty risk, "fair trade" rule, optimal equilibrium prices

24.

Risk Assessment Models of the Activities of Companies Implementing R&D Projects

Number of pages: 16 Posted: 24 May 2019
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 9 (577,051)

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R & D projects; VaR risk measure, cash flow, uniform distribution, triangular distribution, distribution medium

25.

Модельный Риск При Оценке Акций Методом Мультипликаторов (Model Risk in the Valuation of Shares by the Multiplier Method)

Number of pages: 36 Posted: 26 May 2018
Vigen Babkenovich Minasyan and Daria Ivko
Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies and Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies
Downloads 9 (577,051)

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26.

Финансовое Обоснование Стратегических Решений в Российских Корпорациях (Financial Justification of Strategic Decisions in the Russian Corporations)

Posted: 03 Apr 2015
Victor Palamarchuk, Elena Lobanova and Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economics and Public Administration (RANEPA) - Investment Planning and Assessment at the Higher School of Finance and Management, Russian Presidential Academy of National Economy and Public Administration (RANEPA) and Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Research Laboratory of Corporate Strategies

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fair value, cash flows, growth of value of the company, Value-Based Management (VBM), financial analysis, strategic alternatives