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Search: subject:"Index Tracking"
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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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61
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61
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5
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4
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3
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3
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English
77
Undetermined
22
Portuguese
1
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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
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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
31
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40
of
100
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date (oldest first)
31
Follow the leader :
index
tracking
with factor models
Jiang, Pan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
64
(
2021
),
pp. 337-350
Persistent link: https://www.econbiz.de/10013259499
Saved in:
32
Index
tracking
and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
Saved in:
33
Enhanced
index
tracking
optimal portfolio selection
Paulo, Wanderlei Lima de
;
Oliveira, Estela Mara de
; …
- In:
Finance research letters
16
(
2016
),
pp. 93-102
Persistent link: https://www.econbiz.de/10011655132
Saved in:
34
Index
tracking
through deep latent representation learning
Kim, Saejoon
;
Kim, Soong
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 639-652
Persistent link: https://www.econbiz.de/10012194911
Saved in:
35
High-dimensional
index
tracking
based on the adaptive elastic net
Shu, Lianjie
;
Shi, Fangquan
;
Tian, Guoliang
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1513-1530
Persistent link: https://www.econbiz.de/10012295621
Saved in:
36
A decision support approach for two-stage multi-objective
index
tracking
using improved lagrangian decomposition
Wu, Dexiang
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012151704
Saved in:
37
Lasso-based
index
tracking
and statistical arbitrage long-short strategies
Sant'Anna, Leonardo Riegel
;
Caldeira, João F.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012659433
Saved in:
38
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
39
Solving the
index
tracking
problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel
;
Oliveira, Alan Delgado de
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
Saved in:
40
Robust
index-tracking
and enhanced
index-tracking
in portfolio optimization
Khoshabar, Nazanin Ansari
;
Salahi, Maziar
;
Lotfi, Somayyeh
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
1
,
pp. 155-166
Persistent link: https://www.econbiz.de/10012308023
Saved in:
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