A. G. Spiro, J. A. Dorofeyuk, E. Alperovich, “Index mutual funds (cost-benefit analysis)”, UBS, 2011, Issue 34,Pages <nobr>200

Control in Social and Economic Systems

Index mutual funds (cost-benefit analysis)

A. G. Spiro^a, J. A. Dorofeyuk^a, E. Alperovich^b

^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.

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