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Search: subject:"Fund Tracking"
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Differential Evolution
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Fund Tracking
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MultiPeriod Optimization
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Tafin Djoko, Donatien
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Journal of statistical and econometric methods
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Tracking hedge fund performance : a balanced sampling strategy
Tafin Djoko, Donatien
- In:
Journal of statistical and econometric methods
2
(
2013
)
1
,
pp. 81-114
This paper discusses the application of statistical, survey sampling technique to hedge
fund
tracking
problems. I …
Persistent link: https://www.econbiz.de/10009769904
Saved in:
2
Index Mutual Fund Replication
Zhang, Jin
;
Maringer, Dietmar
-
COMISEF
-
2010
tolerance triggered strategy), a multi-period
fund
tracking
model is developed that replicates S&P 500 mutual fund returns. The …
Persistent link: https://www.econbiz.de/10008506025
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