Mean-risk optimization for index tracking (Q3417657)
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scientific article; zbMATH DE number 5119812
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean-risk optimization for index tracking |
scientific article; zbMATH DE number 5119812 |
Statements
Mean-risk optimization for index tracking (English)
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30 January 2007
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portfolio management, index tracking, multicriteria optimization, efficient frontier, mean-risk analysis, mutual fund theorem, risk measures
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0.7762026786804199
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0.7743847966194153
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0.7737776637077332
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0.772965133190155
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