benchmark such as the Standard and Poor's 500 index (S&P 500). The proposed dissertation study will focus on the risk adjusted … return of the S&P 500 index versus two methods of preserving the principal that invest into the S&P 500 index to reduce … volatility. Since index investing is widely used by many investors and institutions, the study will focus on this type of …

Based on the work of Brandt et al. (2009), we formulate an index tracking and enhanced indexation model using a … assets with the index to track. This approach permits handling non-linear and nonconvex objectives functions that are … difficult to incorporate in existing index tracking and enhanced indexation models. Additionally, this approach gives the …