✦ LIBER ✦

Robust portfolio selection for index tracking

✍ Scribed by Chen Chen; Roy H. Kwon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust Portfolio Selection Problems

✍ Goldfarb, D.; Iyengar, G. 📂 Article 📅 2003 🏛 INFORMS 🌐 English ⚖ 439 KB

Portfolio Selection with Robust Estimati

✍ DeMiguel, Victor; Nogales, Francisco J. 📂 Article 📅 2009 🏛 INFORMS 🌐 English ⚖ 247 KB

Index tracking with constrained portfoli

✍ Dietmar Maringer; Olufemi Oyewumi 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 866 KB

Robust goal programming for multi-object

✍ Ghahtarani, Alireza; Najafi, Amir Abbas 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 223 KB

Optimal portfolio selection and dynamic

✍ Alexei A. Gaivoronski; Sergiy Krylov; Nico van der Wijst 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 426 KB

Optimal portfolio selection and dynamic

✍ Alexei A. Gaivoronski; Sergiy Krylov; Nico van der Wijst 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 426 KB