Index-plus-alpha tracking under concave transaction cost (Q1780349)
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scientific article; zbMATH DE number 2174263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Index-plus-alpha tracking under concave transaction cost |
scientific article; zbMATH DE number 2174263 |
Statements
Index-plus-alpha tracking under concave transaction cost (English)
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7 June 2005
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portfolio optimization
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index tracking
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concave transaction cost
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concave minimization
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branch and bound method
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