A linear risk-return model for enhanced indexation in portfolio optimization
Renato Bruni; Francesco Cesarone; Andrea Scozzari; Fabio Tardella
| Year of publication: |
2015
|
|---|---|
| Authors: | Bruni, Renato ; Cesarone, Francesco ; Scozzari, Andrea ; Tardella, Fabio |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 37.2015, 3, p. 735-759
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| Subject: | Portfolio optimization | Index tracking | Enhanced indexation | Performance analysis | Linear programming | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Aktienindex | Stock 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/10011296700