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Upravlenie Bol'shimi Sistemami, 2011, Issue 34, Pages 200–212
(Mi ubs558)
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Control in Social and Economic Systems
Index mutual funds (cost-benefit analysis)
A. G. Spiroa, J. A. Dorofeyuka, E. Alperovichb a Institute of Control Sciences of RAS
b Polytechnic Institute of New York University
Abstract:
The analysis of open-end index mutual fund investor’s profitability was conducted. It is shown, that the assets, which are not included in the index, can significantly affect the investor's income.
Keywords:
mutual fund, structure of investment portfolio, tracking error, index part of fund, net asset value.
Citation:
A. G. Spiro, J. A. Dorofeyuk, E. Alperovich, “Index mutual funds (cost-benefit analysis)”, UBS, 34 (2011), 200–212
Linking options:
https://www.mathnet.ru/eng/ubs558 https://www.mathnet.ru/eng/ubs/v34/p200
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Statistics & downloads: |
Abstract page: | 226 | Full-text PDF : | 357 | References: | 40 | First page: | 2 |
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