{"title":"Quality Estimation Model of Investment Portfolio Rebalancing Process","authors":"Elena Tyukhova, Dmitry Sizykh, A. Smirnov","doi":"10.1109/MLSD.2018.8551950","DOIUrl":null,"url":null,"abstract":"In the paper is proposed the qualitative analysis model for the portfolio rebalancing process evaluation, it is shown the possibility of applying structural coefficients for portfolios analysis with the purpose of their management, in the practical part is given an example of portfolios managed by the Russian funds.","PeriodicalId":158352,"journal":{"name":"2018 Eleventh International Conference \"Management of large-scale system development\" (MLSD","volume":"183 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2018 Eleventh International Conference \"Management of large-scale system development\" (MLSD","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/MLSD.2018.8551950","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
In the paper is proposed the qualitative analysis model for the portfolio rebalancing process evaluation, it is shown the possibility of applying structural coefficients for portfolios analysis with the purpose of their management, in the practical part is given an example of portfolios managed by the Russian funds.