Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
Akiko Takeda; Mahesan Niranjan; Jun-ya Gotoh; Yoshinobu Kawahara
| Year of publication: |
2013
|
|---|---|
| Authors: | Takeda, Akiko ; Niranjan, Mahesan ; Gotoh, Jun-ya ; Kawahara, Yoshinobu |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 10.2013, 1, p. 21-49
|
| Subject: | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
| 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/10009713810