Munich Personal RePEc Archive

The development of the portfolio management for the unit investment funds

Sergeeva, Irina and Nikiforova, Vera (2012): The development of the portfolio management for the unit investment funds.

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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.

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