Index tracking com controle do número de ativos
Leonardo Riegel Sant’Anna; Tiago Pascoal Filomena; Denis Borenstein
| Alternative title: | Index tracking with control on the number of assets |
|---|---|
| Year of publication: |
2014
|
| Authors: | Sant'Anna, Leonardo Riegel ; Filomena, Tiago Pascoal ; Borenstein, Denis |
| Subject: | index tracking | portfolio optimization | quadratic integer programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Portuguese |
| Notes: | Zsfassung in engl. Sprache Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402917