Quality Estimation Model of Investment Portfolio Rebalancing Process

Elena Tyukhova, Dmitry Sizykh, A. Smirnov
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引用次数: 1

Abstract

In the paper is proposed the qualitative analysis model for the portfolio rebalancing process evaluation, it is shown the possibility of applying structural coefficients for portfolios analysis with the purpose of their management, in the practical part is given an example of portfolios managed by the Russian funds.
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投资组合再平衡过程的质量估计模型
本文提出了投资组合再平衡过程评价的定性分析模型,展示了将结构系数应用于投资组合分析并对其进行管理的可能性,在实践部分给出了俄罗斯基金管理投资组合的一个例子。
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