Regularized Index-Tracking Optimal Portfolio Selection

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
doi 10.24818/18423264/52.3.18.09
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Bucharest University of Economic Studies

Related search

A Fuzzy Index Tracking Portfolio Selection Model

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2005English

The Optimal Portfolio Selection Model Underg-Expectation

Abstract and Applied Analysis
Applied MathematicsAnalysis
2014English

Log-Optimal Portfolio-Selection Strategies With Proportional Transaction Costs

Machine Learning for Financial Engineering
2012English

Kernel-Based Semi-Log-Optimal Empirical Portfolio Selection Strategies

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2007English

Portfolio Optimization in Enhanced Index Tracking With Goal Programming Approach

2014English

Simulation-Based Optimal Portfolio Selection Strategy—Evidence From Asian Markets

Applied Economics and Finance
2018English

Optimal Portfolio Selection of GenCo Under Congestion Risk in Multimarket Environment

Technology and Economics of Smart Grids and Sustainable Energy
Electronic EngineeringRenewable EnergyEnergyEconomicsthe EnvironmentSustainabilityElectricalEconometrics
2017English

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2017English

Approximating the Growth Optimal Portfolio With a Diversified World Stock Index

Journal of Risk Finance
AccountingFinance
2006English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy