Zobrazeno 1 - 10
of 41
pro vyhledávání: '"BOUSTANIFAR, HAMID"'
Autor:
Noravesh, Farshad, Boustanifar, Hamid
The problem that is solved in this paper is known as index tracking. The method of Lasso is used to reduce the dimensions of S&P500 index which has many applications in both investment and portfolio management algorithms. The novelty of this paper is
Externí odkaz:
http://arxiv.org/abs/2112.15448
Publikováno v:
In International Business Review December 2023 32(6)
Autor:
Boustanifar, Hamid1 (AUTHOR) hamid.boustanifar@edhec.edu, Verriest, Arnt2 (AUTHOR)
Publikováno v:
European Financial Management. Sep2023, Vol. 29 Issue 4, p1119-1159. 41p. 17 Charts, 4 Graphs.
Autor:
Boustanifar, Hamid
Diss. Stockholm : Stockholm School of Economics, 2013. Introduction together with 4 papers.
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2087
Autor:
Boustanifar, Hamid1 (AUTHOR) hamid.boustanifar@edhec.edu
Publikováno v:
Journal of International Financial Management & Accounting. Jun2023, Vol. 34 Issue 2, p378-383. 6p.
Publikováno v:
Journal of Money, Credit and Banking, 2018 Aug 01. 50(5), 857-891.
Externí odkaz:
https://www.jstor.org/stable/26627831
Autor:
Boustanifar, Hamid1 hamid.boustanifar@edhec.edu
Publikováno v:
Finance. 2022, Vol. 43 Issue 3, p159-220. 62p.
Autor:
Boustanifar, Hamid (AUTHOR), Kang, Young Dae (AUTHOR)
Publikováno v:
Financial Analysts Journal. 2022, Vol. 78 Issue 3, p129-151. 23p.
Autor:
Boustanifar, Hamid
Publikováno v:
In Journal of Banking and Finance September 2014 46:343-354
Autor:
Boustanifar, Hamid
Publikováno v:
In Quarterly Review of Economics and Finance August 2014 54(3):324-336