Efficiency of Money Management Strategies in Investment Portfolios

Student: Khrykin Daniil

Supervisor: Vladimir Alexandrovich Bragin

Faculty: International College of Economics and Finance

Educational Programme: Double degree programme in Economics of the NRU HSE and the University of London (Bachelor)

Year of Graduation: 2017

The investors are focused on finding the profitable trading rules and pay a few attentions to the capital allocation strategies. At the same time, there are a good opportunity to increase the trading effectiveness by applying modern capital allocation rules instead of traditional ones. In this paper those modern rules are tested on the Russian Stock Exchange. Some of the rules have returned higher Sharp Ratio than the optimized traditional portfolio.

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