Index mutual fund replication
Year of publication: |
2010
|
---|---|
Authors: | Zhang, Jin ; Maringer, Dietmar G. |
Published in: |
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]. - Berlin [u.a.] : Springer, ISBN 978-3-642-13949-9. - 2010, p. 109-130
|
Subject: | Tracking Error Optimization | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Theorie | Theory |
-
Index Options Realized Returns Distributions from Passive Investment Strategies
Dapena, José Pablo, (2016)
-
Construction of Risk-Averse Enhanced Index Funds
Lejeune, Miguel, (2012)
-
Benchmark versus Index in Mutual Fund Performance Evaluation
Vidal-García, Javier, (2022)
- More ...
-
Selecting pair-copulas with downside risk minimisation
Zhang, Jin, (2011)
-
Using a genetic algorithm to improve recurrent reinforcement learning for equity trading
Zhang, Jin, (2016)
-
Fischer, Edwin O., (2002)
- More ...