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  • Search: subject:"Error Optimization"
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Year of publication
Subject
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Portfolio selection 2 Portfolio-Management 2 Theorie 2 Theory 2 Aktienindex 1 Artificial Immune System 1 CLONALG 1 Error Optimization 1 Hybrid Algorithm 1 Investment Fund 1 Investmentfonds 1 Machine Vision 1 Mean-tracking error optimization 1 Optimal taxation 1 Optimale Besteuerung 1 Particle Swarm Optimization 1 Portfolio optimization 1 Socially responsible investment 1 Steuervergünstigung 1 Stock index 1 Sustainability 1 Tax incentive 1 Tracking Error Optimization 1 alpha-tracking error optimization 1 asset location 1 fund-of-funds optimizer 1 manager structure optimization 1 rebalancing 1 tax efficiency 1 tax loss harvesting 1 transition management 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
Language
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English 3 Undetermined 1
Author
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Boudt, Kris 1 Cornelissen, Jonathan 1 Croux, Christophe 1 Garg, Anu 1 Idzorek, Thomas M. 1 Kumar, Amod 1 Mahapatra, Prasant Kumar 1 Maringer, Dietmar G. 1 Zhang, Jin 1
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Published in...
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Economics Letters 1 Financial analysts journal : FAJ 1 International Journal of Applied Metaheuristic Computing (IJAMC) 1 Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).] 1
Source
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ECONIS (ZBW) 2 RePEc 1 Other ZBW resources 1
Showing 1 - 4 of 4
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Personalized multiple account portfolio optimization
Idzorek, Thomas M. - In: Financial analysts journal : FAJ 79 (2023) 3, pp. 155-170
Persistent link: https://www.econbiz.de/10014321644
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Error Optimization of Machine Vision based Tool Movement using a Hybrid CLONALG and PSO Algorithm
Mahapatra, Prasant Kumar; Garg, Anu; Kumar, Amod - In: International Journal of Applied Metaheuristic … 7 (2016) 1, pp. 65-78
A machine vision system with single monochrome CCD camera and backlight was developed for tool positioning and verification. While evaluating the performance of the developed vision system, the experiments showed that the output of machine vision system was not comparable to the output of...
Persistent link: https://www.econbiz.de/10012042926
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The impact of a sustainability constraint on the mean-tracking error efficient frontier
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - In: Economics Letters 119 (2013) 3, pp. 255-260
Most socially responsible investment funds combine a sustainability objective with a tracking error constraint. We characterize the impact of a sustainability constraint on the mean-tracking error efficient frontier and illustrate this on a universe of US stocks for the period 2003–2010.
Persistent link: https://www.econbiz.de/10010664123
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Index mutual fund replication
Zhang, Jin; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 3 ; …, (pp. 109-130). 2010
Persistent link: https://www.econbiz.de/10009514541
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