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The development of the portfolio management for the unit investment funds

Author

Listed:
  • Sergeeva, Irina
  • Nikiforova, Vera

Abstract

The paper analyses common Russian practice of assessment of the effectiveness of the unit investment fund portfolio management based on the risk/return tradeoff. The paper identifies characteristics, advantages and disadvantages of various portfolio risk measures, and introduces the approach to risk assessment based on the analytical coefficient calculations.

Suggested Citation

  • Sergeeva, Irina & Nikiforova, Vera, 2012. "The development of the portfolio management for the unit investment funds," MPRA Paper 35461, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:35461
    as

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    File URL: https://mpra.ub.uni-muenchen.de/35461/1/MPRA_paper_35461.pdf
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    References listed on IDEAS

    as
    1. Tran Van Quang, 2005. "The Fractal Market Analysis and Its Application on Czech Conditions [Fraktální analýza trhu a její aplikace na českých podmínkách]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2005(1), pages 101-111.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    equity indices; efficient market hypothesis; portfolio risk measures; unit; investment funds; management company; analytical coefficients;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy

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