Pages that link to "Item:Q1762050"

The following pages link to Robust portfolio selection for index tracking (Q1762050):

Displaying 16 items.

• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Recent advancements in robust optimization for investment management (Q1621905) (← links)
• A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
• Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• An optimisation approach to constructing an exchange-traded fund (Q2341093) (← links)
• Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
• Factor-based robust index tracking (Q2402581) (← links)
• Index tracking with fixed and variable transaction costs (Q2439491) (← links)
• Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets (Q2514729) (← links)
• Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
• Investment portfolio tracking using model predictive control (Q6054512) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
• Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)