Index tracking and enhanced indexing using mixed conditional value-at-risk
type: Item
instance of: scholarly article
title: Index tracking and enhanced indexing using mixed conditional value-at-risk
zbMATH Open document ID: 1408.91238
author: Anubha Goel
author: Amita Sharma
author: Aparna Mehra
published in: Journal of Computational and Applied Mathematics
publication date: 2018-04-16T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 6860298
zbMATH Keywords: index tracking
zbMATH Keywords: enhanced indexing
zbMATH Keywords: mixed CVaR
zbMATH Keywords: STARR ratio
zbMATH Keywords: deviation measure
MaRDI profile type: Publication
full work available at URL: j.cam.2017.12.015
OpenAlex ID: W2777839655
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DOI: 10.1016/J.CAM.2017.12.015
description: scientific article; zbMATH DE number 6860298