Construction of risk-averse enhanced index funds
Year of publication: |
2013
|
---|---|
Authors: | Lejeune, Miguel A. ; Samatlı-Paç, Gülay |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 25.2013, 4, p. 701-719
|
Subject: | stochastic programming | enhanced index fund | risk aversion | outer approximation | Risikoaversion | Risk aversion | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Aktienindex | Stock index |
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