Pages that link to "Item:Q2871414"
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The following pages link to Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414):
Displaying 9 items.
- On a local-search heuristic for a class of tracking error minimization problems in portfolio management (Q702711) (← links)
- Tracking error: a multistage portfolio model (Q1026537) (← links)
- Portfolio management with targeted constant market volatility (Q1622522) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Jackknife Estimator for Tracking Error Variance of Optimal Portfolios (Q3117837) (← links)
- Mean-risk optimization for index tracking (Q3417657) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)