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Exact and heuristic approaches for the index tracking problem with UCITS constraints
Scozzari, Andrea; Tardella, Fabio; Paterlini, Sandra; … - Dipartimento di Economia "Marco Biagi", Università … - 2012
Index tracking aims at determining an optimal portfolio that replicates the performance of an index or benchmark by investing in a smaller number of constituents or assets. The tracking portfolio should be cheap to maintain and update, i.e., invest in a smaller number of constituents than the...
Persistent link: https://www.econbiz.de/10010551103
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Small Noise in Signaling Selects Pooling on Minimum Signal
Bilancini, Ennio; Boncinelli, Leonardo - Dipartimento di Economia "Marco Biagi", Università … - 2014
separation and, hence, the likelihood of information transmission. We consider a variant of a standard signaling model where a … making all signals possible along the equilibrium path. We show that separation cannot be obtained in equilibrium if the …
Persistent link: https://www.econbiz.de/10010783682