Enhanced index tracking optimal portfolio selection
Author:
Funder
CNPq
Publisher
Elsevier BV
Subject
Finance
Reference18 articles.
1. Active portfolio management with benchmarking: a frontier based on alpha;Alexander;J. Bank. Finance,2010
2. Dynamic asset allocation for varied financial markets under regime switching framework;Bae;Eur. J. Oper. Res.,2014
3. Portfolio optimization under tracking error and weights constraints;Bajeux-Besnainou;J. Financ. Res.,2011
4. An evolutionary heuristic for the index tracking problem;Beasley;Eur. J. Oper. Res.,2003
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