Need to meet investment goals? : track synthetic indexes with the SDDP method
Lorenzo Reus, Rodolfo Prado
| Year of publication: |
2022
|
|---|---|
| Authors: | Reus, Lorenzo ; Prado, Rodolfo |
| Subject: | ALM | Dynamic asset allocation | ETF | Index tracking | Julia | SDDP | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kapitalanlage | Financial investment | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10133-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262419