Robust portfolio selection for index tracking
type: Item
instance of: scholarly article
title: Robust portfolio selection for index tracking
zbMATH Open document ID: 1251.91053
author: Chen Chen
author: Roy H. Kwon
published in: Computers \& Operations Research
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6107516
zbMATH Keywords: index tracking
zbMATH Keywords: passive fund management
zbMATH Keywords: portfolio selection
zbMATH Keywords: robust optimization
MaRDI profile type: Publication
full work available at URL: j.cor.2010.08.019
OpenAlex ID: W2078542140
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DOI: 10.1016/J.COR.2010.08.019
description: scientific article; zbMATH DE number 6107516