scientific article; zbMATH DE number 1313345

MaRDI QIDQ4254908zbMATH OpenFDO

Authors Petra Bergtholdt

Publication date 4 July 1999

zbMATH Keywords

index trackingtracking-portfoliovariance optimal strategies

Mathematics Subject Classification ID

Recommendations

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Cited in

(2)

• The curvature of the tracking frontier: a new criterion for the partial index tracking problem
• Dynamic index tracking and risk exposure control using derivatives

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