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  • Search: subject:"Index Tracking"
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Year of publication
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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Online availability
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Undetermined 61 Free 25 CC license 2
Type of publication
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Article 84 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 61 Aufsatz in Zeitschrift 61 Working Paper 5 Arbeitspapier 4 Article 3 Graue Literatur 3 Non-commercial literature 3 Aufsatz im Buch 2 Book section 2 research-article 1
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Language
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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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Institution
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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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Source
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ECONIS (ZBW) 67 RePEc 27 EconStor 4 Other ZBW resources 2
Showing 21 - 30 of 100
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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