Enhanced index tracking with multiple time-scale analysis
Qian Li; Liang Bao
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Qian ; Bao, Liang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 39.2014, p. 282-292
|
| Subject: | Enhanced index tracking | Time-scale analysis | Tracking deviations decomposition | Multi-objective optimization | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| 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://www.econbiz.de/10010421812