Construction of Risk-Averse Enhanced Index Funds
Author:
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
General Engineering
Link
https://pubsonline.informs.org/doi/pdf/10.1287/ijoc.1120.0533
Reference45 articles.
1. An evolutionary heuristic for the index tracking problem
2. The distribution of the sample variance of the global minimum variance portfolio in elliptical models
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4. Algorithms and Software for Convex Mixed Integer Nonlinear Programs
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