Pages that link to "Item:Q2514729"
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The following pages link to Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets (Q2514729):
Displaying 10 items.
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
- Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function (Q1744480) (← links)
- Local Gaussian correlations in financial and commodity markets (Q2183340) (← links)
- Index tracking through deep latent representation learning (Q4991048) (← links)
- Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
- Heuristic methods for stock selection and allocation in an index tracking problem (Q5106286) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
