文章基本信息

标题：Applications of Signed Graphs to Portfolio Turnover Analysis
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作者：B. Vasanthi ; B. Vasanthi ; S. Arumugam 等
期刊名称：Procedia - Social and Behavioral Sciences
印刷版ISSN：1877-0428
出版年度：2015
卷号：211
页码：1203-1209
DOI：10.1016/j.sbspro.2015.11.160
语种：English
出版社：Elsevier
摘要：AbstractPortfolio turnover is an important area for portfolio managers and investors, since it significantly impacts returns through higher trading costs and taxes. Currently, methods for assessing the possibility of portfolio turnover are practically non-existent. Using the concept of signed graphs one can assess the stability of portfolios and thereby the likelihood of portfolio turnover. We demonstrate our method using empirical data from the Indian Stock Exchange and show that portfolios focusing on risk alone can result in higher portfolio turnover, causing misleading portfolio management.
关键词：Signed graph;portfolios;balance;risk management;portfolio turnover.