Pages that link to "Item:Q2093295"
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The following pages link to A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295):
Displaying 5 items.
- On a local-search heuristic for a class of tracking error minimization problems in portfolio management (Q702711) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- Jackknife Estimator for Tracking Error Variance of Optimal Portfolios (Q3117837) (← links)
- ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449) (← links)