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Index tracking with utility enhanced weighting - MaRDI portal

Index tracking with utility enhanced weighting (Q5212067)

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scientific article; zbMATH DE number 7157434
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English
Index tracking with utility enhanced weighting
scientific article; zbMATH DE number 7157434

    Statements

    title
    Index tracking with utility enhanced weighting (English)
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    author
    Ephraim Clark
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    Nitin Deshmukh
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    Celal Barkan Güran
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    Konstantino Kassimatis
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    publication date
    24 January 2020
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    zbMATH Keywords
    investments
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    portfolio allocation
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    asset management
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    utility functions
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    index tracking
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    cites work
    Stochastic Dominance
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    Q3714846
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    Identifiers

    zbMATH DE Number
    7157434
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    OpenAlex ID
    W3124161454
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    Wikidata QID
    Q127714307
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