The curvature of the tracking frontier: a new criterion for the partial index tracking problem (Q409795): Difference between revisions
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| Property / cites work: A hybrid optimization approach to index tracking / rank | |||
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| Property / cites work: Bicriteria Optimization Problem of Designing an Index Fund / rank | |||
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Latest revision as of 02:33, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The curvature of the tracking frontier: a new criterion for the partial index tracking problem |
scientific article |
Statements
The curvature of the tracking frontier: a new criterion for the partial index tracking problem (English)
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15 April 2012
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index tracking
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frontier curvature
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tracking error variance
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portfolio selection
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