A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640)
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scientific article; zbMATH DE number 6469391
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| English | A linear risk-return model for enhanced indexation in portfolio optimization |
scientific article; zbMATH DE number 6469391 |
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A linear risk-return model for enhanced indexation in portfolio optimization (English)
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3 August 2015
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portfolio optimization
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index tracking
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enhanced indexation
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performance analysis
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linear programming
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0.8348877429962158
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0.803213357925415
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0.7992265224456787
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0.7923856973648071
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