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Search: subject:"index tracking"
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Subject
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Portfolio selection
59
Portfolio-Management
59
Index tracking
53
Aktienindex
46
Stock index
46
Theorie
44
Theory
44
Mathematical programming
25
Mathematische Optimierung
25
index tracking
15
Enhanced index tracking
13
Heuristics
9
Heuristik
9
Portfolio optimization
9
Capital income
8
Kapitaleinkommen
8
Estimation
7
Schätzung
7
Enhanced indexation
5
Forecasting model
5
Index
5
Index number
5
Portfolio management
5
Prognoseverfahren
5
cointegration
5
Anlageverhalten
4
Behavioural finance
4
Cointegration
4
Estimation theory
4
Finance
4
Financial analysis
4
Finanzanalyse
4
Index Tracking
4
Kointegration
4
Risikomaß
4
Risk measure
4
Schätztheorie
4
Sparsity
4
Time series analysis
4
Zeitreihenanalyse
4
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Undetermined
60
Free
24
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Article
82
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16
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59
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59
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5
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4
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3
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3
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2
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English
75
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22
Portuguese
1
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Paterlini, Sandra
7
Scozzari, Andrea
6
Tardella, Fabio
6
Sant'Anna, Leonardo Riegel
5
Bruni, Renato
4
Caldeira, João F.
4
Cesarone, Francesco
4
Filomena, Tiago Pascoal
4
Andriosopoulos, Kostas
3
Bao, Liang
3
Dimitriu, Anca
3
Guastaroba, Gianfranco
3
Krink, Thiemo
3
Li, Qian
3
Paulo, Wanderlei Lima de
3
Speranza, Maria Grazia
3
Strub, O.
3
Wu, Dexiang
3
Alexander, Carol
2
Almeida-Filho, Adiel T. de
2
Birge, John R.
2
Chavez-Bedoya, Luis
2
Costa, Giorgio
2
Costa, Oswaldo Luiz do Valle
2
Doumpos, Michael
2
Giuzio, Margherita
2
Grobys, Klaus
2
Hong, Seo Woo
2
Huang, Jinbo
2
Karlow, Denis
2
Kim, Saejoon
2
Kwon, Roy
2
Kwon, Roy H.
2
Lawryshyn, Yuri
2
Li, Yong
2
Mansini, Renata
2
Miasnikof, Pierre
2
Ogryczak, Włodzimierz
2
Papantonis, Ioannis
2
Papapostolou, Nikos C.
2
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
5
Henley Business School, University of Reading
3
Finance Discipline Group, Business School
1
Frankfurt School of Finance and Management
1
Society for Computational Economics - SCE
1
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Quantitative finance
7
European journal of operational research : EJOR
4
Finance research letters
4
Omega : the international journal of management science
4
Computers & operations research : and their applications to problems of world concern ; an international journal
3
European Journal of Operational Research
3
ICMA Centre Discussion Papers in Finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied mathematical finance
2
Center for Economic Research (RECent)
2
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Economics Bulletin
2
Frankfurt School - Working Paper Series
2
Investment management and financial innovations
2
Journal of Economics, Finance and Administrative Science
2
Journal of empirical finance
2
Algorithmic finance
1
Applied economics
1
Applied economics letters
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Asian Academy of Management journal : AAMJ
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Central European journal of operations research
1
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
1
Computational Management Science
1
Computational Statistics & Data Analysis
1
Computational economics
1
Computing in Economics and Finance 2001
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper series / Research Department, Bank of Israel
1
ESI working papers
1
Economic Modelling
1
Economic modelling
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Financial markets and portfolio management
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
1
IMA journal of management mathematics
1
International journal of production economics
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
65
RePEc
27
EconStor
4
Other ZBW resources
2
Showing
31
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40
of
98
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date (newest first)
date (oldest first)
31
Lasso-based
index
tracking
and statistical arbitrage long-short strategies
Sant'Anna, Leonardo Riegel
;
Caldeira, João F.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012659433
Saved in:
32
Solving the
index
tracking
problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel
;
Oliveira, Alan Delgado de
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
Saved in:
33
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
34
Robust
index-tracking
and enhanced
index-tracking
in portfolio optimization
Khoshabar, Nazanin Ansari
;
Salahi, Maziar
;
Lotfi, Somayyeh
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
1
,
pp. 155-166
Persistent link: https://www.econbiz.de/10012308023
Saved in:
35
Enhanced
index
tracking
with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
36
High-dimensional
index
tracking
based on the adaptive elastic net
Shu, Lianjie
;
Shi, Fangquan
;
Tian, Guoliang
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1513-1530
Persistent link: https://www.econbiz.de/10012295621
Saved in:
37
Index
tracking
through deep latent representation learning
Kim, Saejoon
;
Kim, Soong
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 639-652
Persistent link: https://www.econbiz.de/10012194911
Saved in:
38
A decision support approach for two-stage multi-objective
index
tracking
using improved lagrangian decomposition
Wu, Dexiang
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012151704
Saved in:
39
Enhanced
index
tracking
optimal portfolio selection
Paulo, Wanderlei Lima de
;
Oliveira, Estela Mara de
; …
- In:
Finance research letters
16
(
2016
),
pp. 93-102
Persistent link: https://www.econbiz.de/10011655132
Saved in:
40
A two-stage approach to the UCITS-constrained
index-tracking
problem
Strub, O.
;
Trautmann, Norbert
- In:
Computers & operations research : and their …
103
(
2019
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011991123
Saved in:
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