A NEW LP MODEL FOR ENHANCED INDEXATION
Year of publication: |
2012-11
|
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Authors: | Bruni, Renato ; Cesarone, Francesco ; Scozzari, Andrea ; Tardella, Fabio |
Institutions: | Dipartimento di Economia, Università degli Studi di Roma 3 |
Subject: | Enhanced Indexation | Linear Programming | Performance Analysis | Portfolio Management | No Arbitrage condition |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 0168 2 pages long |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: |
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