Index tracking with utility enhanced weighting
Ephraim Clark, Nitin Deshmukh, Celal Barkan Güran and Konstantino Kassimatis
| Year of publication: |
2019
|
|---|---|
| Authors: | Clark, Ephraim ; Deshmukh, Nitin ; Güran, Celal Barkan ; Kassimatis, Konstantinos |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 11, p. 1893-1904
|
| Subject: | AHP | Asset management | Index tracking | Investments | Portfolio allocation | Utility functions | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Theorie | Theory | Aktienindex | Stock index | Nutzen | Utility | Index | Index number | AHP-Verfahren | AHP approach | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1605189 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195663