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Search: subject:"Enhanced Indexation"
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Enhanced indexation
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Xu, Fengmin
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ECONIS (ZBW)
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1
Robust
enhanced
indexation
optimization with sparse industry layout constraint
Allen-Zhao, Zhihua
;
Xu, Fengmin
;
Dai, Yu-Hong
;
Liu, Sanyang
- In:
Computers & operations research : an international journal
161
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014557812
Saved in:
2
Robust
enhanced
indexation
with ESG : an empirical study in the Chinese Stock Market
Li, Xuepeng
;
Xu, Fengmin
;
Jing, Kui
- In:
Economic modelling
107
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013367486
Saved in:
3
Group sparse
enhanced
indexation
model with adaptive beta value
Xu, Fengmin
;
Ma, Jieao
;
Lu, Haibing
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1905-1926
Persistent link: https://www.econbiz.de/10013367961
Saved in:
4
Improving the naive diversification : an
enhanced
indexation
approach
Li, Helong
;
Huang, Qin
;
Wu, Baiyi
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805514
Saved in:
5
CVaR-cardinality
enhanced
indexation
optimization with tunable short-selling constraints
Zhao, Zhihua
;
Wang, Hao
;
Yang, Xiangyu
;
Xu, Fengmin
- In:
Applied economics letters
28
(
2021
)
3
,
pp. 201-207
Persistent link: https://www.econbiz.de/10012415134
Saved in:
6
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Saved in:
7
A risk-gain dominance maximization approach to enhanced index tracking
Cesarone, Francesco
;
Lampariello, Lorenzo
;
Sagratella, …
- In:
Finance research letters
29
(
2019
),
pp. 231-238
Persistent link: https://www.econbiz.de/10012418767
Saved in:
8
A sparse
enhanced
indexation
model with l 1/2 norm and its alternating quadratic penalty method
Zhao, Zhihua
;
Xu, Fengmin
;
Wang, Meihua
;
Zhang, Cheng-yi
- In:
Journal of the Operational Research Society
70
(
2019
)
3
,
pp. 433-445
Persistent link: https://www.econbiz.de/10012212406
Saved in:
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