Pages that link to "Item:Q1694362"

The following pages link to Optimal construction and rebalancing of index-tracking portfolios (Q1694362):

Displaying 11 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)
• A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
• Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
• Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
• Index tracking through deep latent representation learning (Q4991048) (← links)
• Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
• Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
• Heuristic methods for stock selection and allocation in an index tracking problem (Q5106286) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
• An omega portfolio model with dynamic return thresholds (Q6079993) (← links)