Practical aspects of managing the optimal securities portfolio by observation’s correctionJournal: 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;
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
Last modified: 2015-04-29 07:56:20