ResearchBib Share Your Research, Maximize Your Social Impacts
Sign for Notice Everyday Sign up >> Login

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:

Authors : ;

Page : 48-54

Keywords : management; optimal; error; benchmark; portfolio; trend;

Source : Downloadexternal Find it from : Google Scholarexternal


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).

Last modified: 2015-04-29 07:56:20