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  • Search: subject:"Tracking Error Optimization"
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Subject
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Portfolio selection 2 Portfolio-Management 2 Theorie 2 Theory 2 Aktienindex 1 Investment Fund 1 Investmentfonds 1 Mean-tracking error optimization 1 Optimal taxation 1 Optimale Besteuerung 1 Portfolio optimization 1 Socially responsible investment 1 Steuervergünstigung 1 Stock index 1 Sustainability 1 Tax incentive 1 Tracking Error Optimization 1 alpha-tracking error optimization 1 asset location 1 fund-of-funds optimizer 1 manager structure optimization 1 rebalancing 1 tax efficiency 1 tax loss harvesting 1 transition management 1
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
Language
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English 2 Undetermined 1
Author
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Boudt, Kris 1 Cornelissen, Jonathan 1 Croux, Christophe 1 Idzorek, Thomas M. 1 Maringer, Dietmar G. 1 Zhang, Jin 1
Published in...
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Economics Letters 1 Financial analysts journal : FAJ 1 Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).] 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Personalized multiple account portfolio optimization
Idzorek, Thomas M. - In: Financial analysts journal : FAJ 79 (2023) 3, pp. 155-170
Persistent link: https://www.econbiz.de/10014321644
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The impact of a sustainability constraint on the mean-tracking error efficient frontier
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - In: Economics Letters 119 (2013) 3, pp. 255-260
Most socially responsible investment funds combine a sustainability objective with a tracking error constraint. We characterize the impact of a sustainability constraint on the mean-tracking error efficient frontier and illustrate this on a universe of US stocks for the period 2003–2010.
Persistent link: https://www.econbiz.de/10010664123
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Index mutual fund replication
Zhang, Jin; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 3 ; …, (pp. 109-130). 2010
Persistent link: https://www.econbiz.de/10009514541
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