Two new mean-variance enhanced index tracking models based on uncertainty theory
Tingting Yang, Xiaoxia Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Yang, Tingting ; Huang, Xiaoxia |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-15
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| Subject: | Enhanced index tracking | Portfolio selection | Risk index | Uncertainty theory | Theorie | Theory | Portfolio-Management | Risiko | Risk | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101622 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413571