Pages that link to "Item:Q1652503"
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The following pages link to Minimizing the tracking error of cardinality constrained portfolios (Q1652503):
Displaying 7 items.
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
