A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295): Difference between revisions

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+Active portfolio management with benchmarking: adding a value-at-risk constraint
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+An evolutionary heuristic for the index tracking problem.
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+Uncertainty theory
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+Uncertainty theory
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+Solving geometric programming problems with normal, linear and zigzag uncertainty distributions
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+Optimal construction and rebalancing of index-tracking portfolios
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