Tracking error: a multistage portfolio model (Q1026537): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark / rank
 
Normal rank
Property / cites work
 
Property / cites work: Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrated simulation and optimization models for tracking international fixed income indices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The practice of portfolio replication. A practical overview of forward and inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio selection and dynamic benchmark tracking / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4225048 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean Value Methods in Iteration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete Maximum Principle with State Constrained Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenarios and Policy Aggregation in Optimization Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328545 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities / rank
 
Normal rank

Latest revision as of 16:46, 1 July 2024

scientific article
Language Label Description Also known as
English
Tracking error: a multistage portfolio model
scientific article

    Statements

    Tracking error: a multistage portfolio model (English)
    0 references
    0 references
    0 references
    25 June 2009
    0 references
    tracking error
    0 references
    dynamic portfolio
    0 references
    stochastic programming
    0 references

    Identifiers