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Search: subject:"Robust index tracking"
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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Quantitative finance
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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
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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
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