Practical aspects of managing the optimal securities portfolio by observation’s correction

Article

Issue:	2012 №4 (40)
Section:
UDK:	336.767
Article language:	Ukrainian
Pages:	48-54
Title:	Practical aspects of managing the optimal securities portfolio by observation’s correction
Author:	Khokhlov V. Y.
Annotation:	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).
Keywords:	Management, Optimal, Error, Benchmark, Portfolio, Trend
File of the article:	EV20124_048-054.pdf