Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Fabrizio Barbini"'
Enhanced indexation is an investment strategy that aims to generate moderate and consistent excess returns with respect to a tracked benchmark index. In this work, we introduce an optimization approach where the risk of under-performing the benchmark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe7a00312656284fbfd0aac77c55f9c8
https://link.springer.com/article/10.1007/s00500-019-04378-5
https://link.springer.com/article/10.1007/s00500-019-04378-5
