Partial index tracking enhanced mean-variance portfolio
Zhaokun Cai, Zhenyu Cui, Majeed Simaan
| Year of publication: |
2025
|
|---|---|
| Authors: | Cai, Zhaokun ; Cui, Zhenyu ; Simaan, Majeed |
| Subject: | index tracking | out-of-sample robustness | parameter estimation risk | portfolio optimization | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2967 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015375252