Optimal portfolio selection and dynamic benchmark tracking (Q704069)
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scientific article; zbMATH DE number 2127027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio selection and dynamic benchmark tracking |
scientific article; zbMATH DE number 2127027 |
Statements
Optimal portfolio selection and dynamic benchmark tracking (English)
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12 January 2005
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Index tracking
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Portfolio replication
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Benchmark following
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Portfolio selection
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Risk measures
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Transaction costs
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