Minimizing the tracking error of cardinality constrained portfolios (Q1652503)

From MaRDI portal





scientific article; zbMATH DE number 6901527
Language Label Description Also known as
English
Minimizing the tracking error of cardinality constrained portfolios
scientific article; zbMATH DE number 6901527

    Statements

    Minimizing the tracking error of cardinality constrained portfolios (English)
    0 references
    0 references
    0 references
    11 July 2018
    0 references
    portfolio management
    0 references
    index tracking
    0 references
    integer quadratic programming
    0 references
    heuristics
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references