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Problemy Upravleniya, 2005, Issue 3, Pages 59–65 (Mi pu439)  
Control in the socio-economic systems

To the selection of efficiency estimation method for protfolio management

D. J. Golembiovskiy

Professional Risk Management International Association
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Abstract: The paper analyzes the methods of portfolio management efficiency. It offers a system of axioms that enables to analysis the methods of portfolio management efficiency estimation mathematically. A method for management efficiency estimation is proposed based on calculating a benchmark portfolio for each investment portfolio, and an appropriate program is developed.
Document Type: Article
UDC: 336.767
Language: Russian
Citation: D. J. Golembiovskiy, “To the selection of efficiency estimation method for protfolio management”, Probl. Upr., 2005, no. 3, 59–65
Citation in format AMSBIB
\Bibitem{Gol05}
\by D.~J.~Golembiovskiy
\paper To the selection of efficiency estimation method for protfolio management
\jour Probl. Upr.
\yr 2005
\issue 3
\pages 59--65
\mathnet{http://mi.mathnet.ru/pu439}
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  • https://www.mathnet.ru/eng/pu/v3/p59
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