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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
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25
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Article
84
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16
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77
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22
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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
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ECONIS (ZBW)
67
RePEc
27
EconStor
4
Other ZBW resources
2
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1
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10
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100
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date (oldest first)
1
Deep learning for enhanced
index
tracking
Dai, Zhiwen
;
Li, Lingfei
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 569-591
Persistent link: https://www.econbiz.de/10014552105
Saved in:
2
How does passive investing effect the informational efficiency of prices?
Corgnet, Brice
;
DeSantis, Mark
;
Peng, Yan
;
Porter, David P.
-
2024
Persistent link: https://www.econbiz.de/10014474729
Saved in:
3
Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha
;
Filipović, Damir
;
Pasricha, Puneet
-
2024
Persistent link: https://www.econbiz.de/10014485759
Saved in:
4
Modifying sequential Monte Carlo optimisation for
index
tracking
to allow for transaction costs
Hamilton-Russell, Leila
;
Malan O’Callaghan, Thomas
; …
- In:
Risks : open access journal
12
(
2024
)
10
,
pp. 1-44
subset, rather than the full set of index constituents. This paper modifies the SMC approach to
index
tracking
to allow for …
Persistent link: https://www.econbiz.de/10015130341
Saved in:
5
Drivers of flows-performance sensitivity in mutual funds
Ben-Ze'ev, Noam
-
2023
Persistent link: https://www.econbiz.de/10014338851
Saved in:
6
Partial
index
tracking
enhanced mean-variance portfolio
Cai, Zhaokun
;
Cui, Zhenyu
;
Simaan, Majeed
-
2025
Persistent link: https://www.econbiz.de/10015375252
Saved in:
7
Myopic robust
index
tracking
with Bregman divergence
Penev, Spiridon
;
Shevchenko, Pavel V.
;
Wu, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 289-302
Persistent link: https://www.econbiz.de/10013167742
Saved in:
8
A systematic literature review on solution approaches for the
index
tracking
problem
Silva, Julio Cezar Soares
;
Almeida-Filho, Adiel T. de
- In:
IMA journal of management mathematics
35
(
2024
)
2
,
pp. 163-196
Persistent link: https://www.econbiz.de/10014526112
Saved in:
9
A novel semi-static method for the
index
tracking
problem
Fu, Chun-Chong
;
Han, Chuan-Hsiang
;
Wang, Kun
-
2024
Persistent link: https://www.econbiz.de/10015047448
Saved in:
10
An enhanced GRASP approach for the
index
tracking
problem
Silva, Julio Cezar Soares
;
Silva, Diogo Ferreira de Lima
; …
- In:
International transactions in operational research : a …
31
(
2024
)
3
,
pp. 1828-1858
Persistent link: https://www.econbiz.de/10014470618
Saved in:
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