Robust index-tracking and enhanced index-tracking in portfolio optimization
Nazanin Ansari Khoshabar, Maziar Salahi, Somayyeh Lotfi, Abdelouahed Hamdi
| Year of publication: |
2020
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|---|---|
| Authors: | Khoshabar, Nazanin Ansari ; Salahi, Maziar ; Lotfi, Somayyeh ; Hamdi, Abdelouahed |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 38.2020, 1, p. 155-166
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| Subject: | Portfolio optimization | robust optimization | index-tracking | second order cone program | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics |
| 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/10012308023