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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 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

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.

UDC: 336.767



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