Pages that link to "Item:Q2378489"

The following pages link to Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489):

Displaying 45 items.

• Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
• Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
• Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
• Kernel search: an application to the index tracking problem (Q439324) (← links)
• A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
• Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
• A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
• Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
• On coherent risk measures induced by convex risk measures (Q1657812) (← links)
• Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
• Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
• Applying time series decomposition to construct index-tracking portfolio (Q1757622) (← links)
• A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
• Robust portfolio selection for index tracking (Q1762050) (← links)
• A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
• Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
• Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
• Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
• Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
• Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
• An optimisation approach to constructing an exchange-traded fund (Q2341093) (← links)
• Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• Factor-based robust index tracking (Q2402581) (← links)
• A hybrid approach for index tracking with practical constraints (Q2438411) (← 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)
• A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
• Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
• Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals (Q2797466) (← links)
• An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
• An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
• Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
• Multicriteria security evaluation: does it cost to be traditional? (Q6115570) (← links)
• An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
• Liquidity-constrained index tracking optimization models (Q6148777) (← links)
• Risk-allocation-based index tracking (Q6164597) (← links)