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Search: subject:"Index Tracking"
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Subject
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Portfolio selection
63
Portfolio-Management
63
Index tracking
53
Theorie
53
Theory
53
Aktienindex
48
Stock index
48
Mathematical programming
30
Mathematische Optimierung
30
Index
21
Index number
21
index tracking
17
Enhanced index tracking
13
Capital income
9
Heuristics
9
Heuristik
9
Kapitaleinkommen
9
Portfolio optimization
9
Estimation
6
Risiko
6
Risk
6
Schätzung
6
Enhanced indexation
5
Investment Fund
5
Investmentfonds
5
Portfolio management
5
cointegration
5
Cointegration
4
Correlation
4
Estimation theory
4
Finance
4
Forecasting model
4
Index Tracking
4
Kointegration
4
Korrelation
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Schätztheorie
4
Sparsity
4
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Undetermined
61
Free
25
CC license
2
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Article
84
Book / Working Paper
16
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Article in journal
61
Aufsatz in Zeitschrift
61
Working Paper
5
Arbeitspapier
4
Article
3
Graue Literatur
3
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3
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2
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2
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English
77
Undetermined
22
Portuguese
1
Author
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Paterlini, Sandra
7
Scozzari, Andrea
6
Tardella, Fabio
6
Sant'Anna, Leonardo Riegel
5
Bruni, Renato
4
Caldeira, João F.
4
Cesarone, Francesco
4
Filomena, Tiago Pascoal
4
Andriosopoulos, Kostas
3
Bao, Liang
3
Dimitriu, Anca
3
Guastaroba, Gianfranco
3
Krink, Thiemo
3
Li, Qian
3
Paulo, Wanderlei Lima de
3
Speranza, Maria Grazia
3
Strub, O.
3
Wu, Dexiang
3
Alexander, Carol
2
Almeida-Filho, Adiel T. de
2
Birge, John R.
2
Chavez-Bedoya, Luis
2
Costa, Giorgio
2
Costa, Oswaldo Luiz do Valle
2
Doumpos, Michael
2
Giuzio, Margherita
2
Grobys, Klaus
2
Hong, Seo Woo
2
Huang, Jinbo
2
Karlow, Denis
2
Kim, Saejoon
2
Kwon, Roy
2
Kwon, Roy H.
2
Lawryshyn, Yuri
2
Li, Yong
2
Mansini, Renata
2
Miasnikof, Pierre
2
Ogryczak, Włodzimierz
2
Papantonis, Ioannis
2
Papapostolou, Nikos C.
2
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
5
Henley Business School, University of Reading
3
Finance Discipline Group, Business School
1
Frankfurt School of Finance and Management
1
Society for Computational Economics - SCE
1
Published in...
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Quantitative finance
7
European journal of operational research : EJOR
4
Finance research letters
4
Omega : the international journal of management science
4
Computers & operations research : and their applications to problems of world concern ; an international journal
3
European Journal of Operational Research
3
ICMA Centre Discussion Papers in Finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied mathematical finance
2
Center for Economic Research (RECent)
2
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Economics Bulletin
2
Frankfurt School - Working Paper Series
2
Investment management and financial innovations
2
Journal of Economics, Finance and Administrative Science
2
Journal of empirical finance
2
Algorithmic finance
1
Applied economics
1
Applied economics letters
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Asian Academy of Management journal : AAMJ
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Central European journal of operations research
1
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
1
Computational Management Science
1
Computational Statistics & Data Analysis
1
Computational economics
1
Computing in Economics and Finance 2001
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper series / Research Department, Bank of Israel
1
ESI working papers
1
Economic Modelling
1
Economic modelling
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Financial markets and portfolio management
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
1
IMA journal of management mathematics
1
International journal of production economics
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
67
RePEc
27
EconStor
4
Other ZBW resources
2
Showing
21
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30
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100
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21
Inflation rate tracking portfolio optimization method : evidence from Japan
Nakagawa, Kei
;
Suimon, Yoshiyuki
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479409
Saved in:
22
A kind of new time-weighted nonnegative lasso
index-tracking
model and its application
Chen, Qi-an
;
Hu, Qingyu
;
Yang, Hu
;
Qi, Kai
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013413527
Saved in:
23
Two new mean-variance enhanced
index
tracking
models based on uncertainty theory
Yang, Tingting
;
Huang, Xiaoxia
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413571
Saved in:
24
Heuristic methods for stock selection and allocation in an
index
tracking
problem
Ivaşcu, Codruę Florin
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 103-119
Persistent link: https://www.econbiz.de/10013459975
Saved in:
25
Solving the
index
tracking
problem : a continuous optimization approach
Moeini, Mahdi
- In:
Central European journal of operations research
30
(
2022
)
2
,
pp. 807-835
Persistent link: https://www.econbiz.de/10013185427
Saved in:
26
State-dependent stock selection in
index
tracking
: a machine learning approach
Bradrania, Reza
;
Pirayesh Neghab, Davood
;
Shafizadeh, …
- In:
Financial markets and portfolio management
36
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013175191
Saved in:
27
Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.
;
Brzyski, Damian
;
Bogdan, Małgorzata
; …
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
Saved in:
28
Risk measure
index
tracking
model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
29
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
30
Improving the naive diversification : an enhanced indexation approach
Li, Helong
;
Huang, Qin
;
Wu, Baiyi
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805514
Saved in:
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