Pages that link to "Item:Q1780349"
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The following pages link to Index-plus-alpha tracking under concave transaction cost (Q1780349):
Displaying 7 items.
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
- Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets (Q2514729) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking (Q4683045) (← links)
