Optimization Methods for Financial Index Tracking: From Theory to Practice

2018 ◽  
Vol 3 (3) ◽  
pp. 171-279 ◽  
Author(s):  
Konstantinos Benidis ◽  
Yiyong Feng ◽  
Dajiel P. Palomar
Keyword(s):  
Optimization Methods ◽  
Index Tracking ◽  
Theory To Practice ◽  
Financial Index

Sparse Portfolios for High-Dimensional Financial Index Tracking

2018 ◽  
Vol 66 (1) ◽  
pp. 155-170 ◽  
Author(s):  
Konstantinos Benidis ◽  
Yiyong Feng ◽  
Daniel P. Palomar
Keyword(s):  
High Dimensional ◽  
Index Tracking ◽  
Financial Index

A Downside Risk Analysis based on Financial Index Tracking Models

2006 ◽  
pp. 213-236 ◽  
Author(s):  
Lian Yu ◽  
Shuzhong Zhang ◽  
Xun Yu Zhou
Keyword(s):  
Risk Analysis ◽  
Downside Risk ◽  
Index Tracking ◽  
Financial Index

Optimization Methods in Finance

2018 ◽  
Author(s):  
Gérard Cornuéjols ◽  
Javier Peña ◽  
Reha Tütüncü
Keyword(s):  
Optimization Methods

Optimization Methods in Finance

2006 ◽  
Author(s):  
Gerard Cornuejols ◽  
Reha Tutuncu
Keyword(s):  
Optimization Methods
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