Pages that link to "Item:Q5229449"
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The following pages link to ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449):
Displaying 4 items.
- Applying time series decomposition to construct index-tracking portfolio (Q1757622) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Index tracking with utility enhanced weighting (Q5212067) (← links)
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)