Title of article
Optimal portfolio selection and dynamic benchmark tracking
Author/Authors
Alexei A. Gaivoronski، نويسنده , , Sergiy Krylov، نويسنده , , Nico van der Wijst، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
17
From page
115
To page
131
Keywords
Index tracking , Benchmark following , Portfolio selection , Risk measures , Portfolio replication , Transaction costs
Journal title
European Journal of Operational Research
Serial Year
2005
Journal title
European Journal of Operational Research
Record number
215355
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