Risk measure index tracking model
Leonardo Riegel Sant'Anna, Marcelo Brutti Righi, Fernanda Maria Müller, Pablo Cristini Guedes
| Year of publication: |
2022
|
|---|---|
| Authors: | Sant'Anna, Leonardo Riegel ; Righi, Marcelo Brutti ; Müller, Fernanda Maria ; Guedes, Pablo Cristini |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 361-383
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| Subject: | Index tracking | Portfolio optimization | Risk | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Risiko | Risikomaß | Risk measure | Theorie | Theory | Messung | Measurement | Index | Index number | Kapitaleinkommen | Capital income | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342032