Performance replication of the Spot Energy Index with optimal equity portfolio selection : evidence from the UK, US and Brazilian markets
Kostas Andriosopoulos; Nikos Nomikos
| Year of publication: |
2014
|
|---|---|
| Authors: | Andriosopoulos, Kostas ; Nomikos, Nikos K. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 571-582
|
| Subject: | Energy markets | International equities | International tracking | Evolutionary algorithms | Energiemarkt | Energy market | Portfolio-Management | Portfolio selection | Brasilien | Brazil | Großbritannien | United Kingdom | USA | United States | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010358390