A note on the exact replication of a stock index with a multiplier rounding method

DOI10.1007/s002910050100zbMath0940.90054OpenAlexW2089893495MaRDI QIDQ1808730

Gregor Dorfleitner

Publication date: 25 July 2000

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002910050100

zbMATH Keywords

portfolio selectionmultiplier rounding methodsfull replication of stock indices

Mathematics Subject Classification ID

Operations research and management science (90B99)

Related Items (1)

An evolutionary heuristic for the index tracking problem.

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