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Indeks giełdy jako jednorównaniowy liniowy model ekonometryczny

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Integrability conditions, income distribution, and social structures

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The rise and fall of slacks : comments on quasi-Malmquist productivity indices

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A quasi-Malmquist productivity index

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Replicating Hedge Fund Indices with Optimization Heuristics

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accuracy, excess return, and portfolio correlation with the index and the market. Performance is evaluated considering … empirical distributions of excess return, final wealth and correlations of the portfolio with the index and the market. The …

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High-dimensional sparse index tracking based on a multi-step convex optimization approach

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On efficiency and the Jain's fairness index in integer assignment problems

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Enhanced index tracking problem : a new optimization model and a sum-of-ratio based algorithm

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A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index

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