Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets

DOI10.1016/j.ejor.2013.09.006zbMath1304.91177MaRDI QIDQ2514729

Kostas Andriosopoulos, Nikos K. Nomikos

Publication date: 3 February 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2013.09.006

zbMATH Keywords

evolutionary algorithms; index tracking; energy markets; international investment; international equities

Mathematics Subject Classification ID

90B90: Case-oriented studies in operations research

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91G10: Portfolio theory

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