Three fuzzy goal programming models for index portfolios
Liang-Chuan Wu and I-Chan Tsai
| Year of publication: |
2014
|
|---|---|
| Authors: | Wu, Liang-chuan ; Tsai, I-chan |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 8, p. 1155-1169
|
| Subject: | ETF | fuzzy goal programming | index fund | tracking error | Fuzzy-Set-Theorie | Fuzzy sets | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Investmentfonds | Investment Fund | 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/10010386753