Portfolio optimization with tri-objective for index fund management
Yao-Tsung Chen and Yang Sheng
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Yao-Tsung ; Sheng, Yang |
| Published in: |
Algorithmic finance. - Amsterdam : IOS Press, ISSN 2158-5571, ZDB-ID 3099846-3. - Vol. 9.2022, 3/4, p. 121-127
|
| Subject: | Index fund | portfolio optimization | multi-objective optimization algorithm | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Anlageverhalten | Behavioural finance | Indexderivat | Index derivative | Algorithmus | Algorithm | Aktienfonds | Equity fund | Aktienindex | Stock index | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3233/AF-200378 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459977