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Portfolio selection
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Baumann, Philipp
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Strub, O.
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Portfolio-optimization models for small investors
Baumann, Philipp
;
Trautmann, Norbert
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 345-356
Persistent link: https://www.econbiz.de/10009774889
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Optimal construction and rebalancing of index-tracking portfolios
Strub, O.
;
Baumann, Philipp
- In:
European journal of operational research : EJOR
264
(
2018
)
1
,
pp. 370-387
Persistent link: https://www.econbiz.de/10011801727
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3
A two-stage approach to the UCITS-constrained index-tracking problem
Strub, O.
;
Trautmann, Norbert
- In:
Computers & operations research : and their …
103
(
2019
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011991123
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