The curvature of the tracking frontier: a new criterion for the partial index tracking problem (Q409795)
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scientific article; zbMATH DE number 6024238
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| English | The curvature of the tracking frontier: a new criterion for the partial index tracking problem |
scientific article; zbMATH DE number 6024238 |
Statements
The curvature of the tracking frontier: a new criterion for the partial index tracking problem (English)
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15 April 2012
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index tracking
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frontier curvature
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tracking error variance
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portfolio selection
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0.8036571145057678
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0.7878077626228333
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0.7828118801116943
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