A note on the estimation of minimum tracking error portfolios
Paulo F. Naibert, João F. Caldeira, André A. P. Santos
| Year of publication: |
2020
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|---|---|
| Authors: | Naibert, Paulo F. ; Caldeira, João F. ; Santos, André A. P. |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 40.2020, 1, p. 209-214
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| Subject: | Index tracking | portfolio selection | mean-variance analysis | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v40n12020.79437 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012271404