Robust portfolio selection for index tracking (Q1762050)
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scientific article; zbMATH DE number 6107516
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust portfolio selection for index tracking |
scientific article; zbMATH DE number 6107516 |
Statements
Robust portfolio selection for index tracking (English)
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15 November 2012
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index tracking
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passive fund management
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portfolio selection
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robust optimization
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0.8683910965919495
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0.8348352909088135
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0.8259006142616272
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0.8129279017448425
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0.8101752400398254
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