A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index
Mohsen Varsei, Naser Shams, Behnam Fahimnia and Abbas Yazdanpanah
| Year of publication: |
2013
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|---|---|
| Authors: | Varsei, Mohsen ; Shams, Naser ; Fahimnia, Behnam ; Yazdanpanah, Abbas |
| Published in: |
Asian Academy of Management journal : AAMJ. - Pinang : Penerbit Universiti Sains Malaysia, ISSN 1394-2603, ZDB-ID 2561103-3. - Vol. 18.2013, 1, p. 19-34
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| Subject: | index tracking | portfolio selection | fund management | heuristic approach | Portfolio-Management | Portfolio selection | Theorie | Theory | Heuristik | Heuristics | Aktienindex | Stock index | Mathematische Optimierung | Mathematical programming | Preisindex | Price index | Index | Index number |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010256986