Absolute return portfolios-Reference-Cited by-同舟云学术

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Absolute return portfolios

Published:2014-06 Issue: Volume:45 Page:20-41
ISSN:0305-0483
Container-title:Omega
language:en
Short-container-title:Omega

Author:

Valle C.A.,Meade N.,Beasley J.E.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Strategy and Management

Reference42 articles.

1. The return in hedge-fund strategies;Al-Sharkas;International Journal of Business,2005

2. Constructing absolute return funds with ETFs;Amenc;ETFs and Indexing,2008

3. Revisiting core-satellite investing;Amenc;Journal of Portfolio Management,2004

4. Corporate structure optimisation for multinational companies;Anken;OMEGA—The International Journal of Management Science,2012

5. Tracking error with minimum guarantee constraints;Barro,2010

Cited by 26 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm;OPSEARCH;2023-06-21

2. Nonparametric mean-lower partial moment model and enhanced index investment;Computers & Operations Research;2022-08

3. Partial moments and indexation investment strategies;Journal of Empirical Finance;2022-06

4. Global optimization for bilevel portfolio design: Economic insights from the Dow Jones index;Omega;2021-07

5. Deep time series forecasting for enhanced index tracking;Applied Economics;2020-12-27

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