A multiobjective model for passive portfolio management : an application on the S&P 100 index
Fernando García; Francisco Guijarro; Ismael Moya
| Year of publication: |
2013
|
|---|---|
| Authors: | García, Fernando ; Guijarro, Francisco ; Moya, Ismael |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 14.2013, 4, p. 758-775
|
| Subject: | index tracking | frontier curvature | tracking error variance | excess return | portfolio variance | mean-variance model | portfolio selection | Theorie | Theory | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Varianzanalyse | Analysis of variance | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010188972