Share Your Research, Maximize Your Social Impacts
Practical aspects of managing the optimal securities portfolio by observation’s correction
Journal: Economics Bulletin of The National Mining University (Vol.40, No. 40)Publication Date: 2012-12-25
Authors : Khokhlov V. Y.;
Page : 48-54
Keywords : management; optimal; error; benchmark; portfolio; trend;
Source : Download
Find it from : Google Scholar
Abstract
This article addresses several practical issues of managing a tracking portfolio, such as dependence of tracking quality and transaction costs on rebalancing frequency, number of assets in portfolio, as well as portfolio behavior on different market trends (rising market, crisis, sideways trend).
Other Latest Articles
- Effectiveness of financing tangible public investments
- Balance as a condition for the modern industrial enterprise’s effective performance
- Choosing the indexes for evaluation of the competitiveness of dump tracks for transportation of rock in open pits on the basis of ABC-analysis
- Choosing the investment projects for realization of the development strategy of the mining plant
- Reproduction of fixed assets of industrial enterprises in the current economic conditions
Last modified: 2015-04-29 07:56:20