Pages that link to "Item:Q3391973"
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The following pages link to Tracking a Financial Benchmark Using a Few Assets (Q3391973):
Displaying 16 items.
- The LMI approach for stabilizing of linear stochastic systems (Q361645) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
- Optimal active lifetime investment (Q6040955) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process (Q6558783) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
