THE EXTREME WEIGHTS IN THE INDEX PORTFOLIO OF CONSTANT-PROPORTION STRATEGIES
This paper analyzes the optimal of constant proportion index portfolio strategies. They are also called passive strategies which are becoming more common in Russia and abroad. They are significantly cheaper to implement than active strategies. In addition, as practice shows, in the long term they ar...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
Moscow State Technical University of Civil Aviation
2018-04-01
|
| Series: | Научный вестник МГТУ ГА |
| Subjects: | |
| Online Access: | https://avia.mstuca.ru/jour/article/view/1222 |