Narrow search
Showing 1 - 10 of 20,095
Cover Image
Risk measure index tracking model
Sant'Anna, Leonardo Riegel; Righi, Marcelo Brutti; … - In: International review of economics & finance : IREF 80 (2022), pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Cover Image
Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar; Mascarenhas, Edward - In: International journal of business excellence : IJBEX 25 (2021) 4, pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
Cover Image
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
Cover Image
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
Cover Image
A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index
Varsei, Mohsen; Shams, Naser; Fahimnia, Behnam; … - In: Asian Academy of Management journal : AAMJ 18 (2013) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10010256986
Cover Image
High-dimensional sparse index tracking based on a multi-step convex optimization approach
Shi, Fangquan; Shu, Lianjie; Luo, Yiling; Huo, Xiaoming - In: Quantitative finance 23 (2023) 9, pp. 1361-1372
Persistent link: https://www.econbiz.de/10014339936
Cover Image
Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
Andriosopoulos, Kostas; Doumpos, Michael; Papapostolou, … - In: Transportation research / E : an international journal 52 (2013), pp. 16-34
Persistent link: https://www.econbiz.de/10009735738
Cover Image
A linear risk-return model for enhanced indexation in portfolio optimization
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 735-759
Persistent link: https://www.econbiz.de/10011296700
Cover Image
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
Cover Image
A constrained cluster-based approach for tracking the S&P 500 index
Wu, Dexiang; Kwon, Roy H.; Costa, Giorgio - In: International journal of production economics 193 (2017), pp. 222-243
Persistent link: https://www.econbiz.de/10011758344