Pages that link to "Item:Q1694362"
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The following pages link to Optimal construction and rebalancing of index-tracking portfolios (Q1694362):
Displaying 15 items.
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- Index tracking through deep latent representation learning (Q4991048) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
- Heuristic methods for stock selection and allocation in an index tracking problem (Q5106286) (← links)
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)
- Index tracking via reparameterizable subset sampling in neural networks (Q6655276) (← links)
- A discrete-time benchmark tracking problem in two markets subject to random environments (Q6667806) (← links)
