Index tracking model, downside risk and non-parametric kernel estimation (Q1657610): Difference between revisions

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+Active portfolio management with benchmarking: adding a value-at-risk constraint
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+Kernel search: an application to the index tracking problem
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+Probability Inequalities
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+Robust tracking error portfolio selection with worst-case downside risk measures
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+A mixed 0--1 LP for index tracking problem with CVaR risk constraints
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+Tracking a Financial Benchmark Using a Few Assets
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+Q129882651
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