The development of the portfolio management for the unit investment funds

Irina Sergeeva and Vera Nikiforova

MPRA Paper from University Library of Munich, Germany

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.

Keywords: equity indices; efficient market hypothesis; portfolio risk measures; unit; investment funds; management company; analytical coefficients (search for similar items in EconPapers)
JEL-codes: D81 E44 G11 (search for similar items in EconPapers)
Date: 2012-01-12
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