Методи оцінки ефективності управління портфелем цінних паперів

Abstract

In the article the methods of evaluation and performance criteria for portfolio management were considered. The performance of these investment manager as the ability to predict market movement, as well as indicators that characterize how and under which circumstances more effectively active investment portfolio management than passive were analyzed. The most common methods for evaluating the effectiveness of portfolio management, namely: criteria Traynor, Sharpe, Jensen coefficient (alpha Jensen) were considered.