Enhanced index tracking optimal portfolio selection
Wanderlei Lima de Paulo, Estela Mara de Oliveira, Oswaldo Luiz do Valle Costa
| Year of publication: |
February 2016
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|---|---|
| Authors: | Paulo, Wanderlei Lima de ; Oliveira, Estela Mara de ; Costa, Oswaldo Luiz do Valle |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 16.2016, p. 93-102
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| Subject: | Index tracking | Enhanced index tracking | Portfolio selection | Portfolio-Management | Aktienindex | Stock index | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011655132