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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 31 - 40 of 100
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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