Assessment of the effectiveness of Russian mutual funds portfolio management
Автор: Lyatifova S.E.
Журнал: Экономика и бизнес: теория и практика @economyandbusiness
Статья в выпуске: 5-2 (63), 2020 года.
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Russian market of mutual funds is the most popular segment of collective investment. Despite this, mutual funds are not sufficiently developed in Russia. One of the main problems of their underdevelopment is the low management efficiency, therefore, evaluating the management effectiveness of mutual investment funds is an important stage in making investment decisions. The article analyzes the main problems of the effectiveness of managing portfolios of mutual investment funds, discusses the indicators used for this purpose. On the example of the modern market of mutual investment funds in the Russian Federation, their acceptable efficiency for a mass investor is proved.
Mutual funds, mutual fund management efficiency, sharpe ratio, trainor ratio, sortino ratio, jensen's measure
Короткий адрес: https://sciup.org/170190065
IDR: 170190065 | DOI: 10.24411/2411-0450-2020-10428