| Autor: |
Gharanchaei, Maysam Khodayari, Panda, Prabhu Prasad |
| Rok vydání: |
2024 |
| Předmět: |
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| Zdroj: |
Journal of Advancements in Applied Business Research, June 2024 |
| Druh dokumentu: |
Working Paper |
| Popis: |
This paper focuses on the application of quantitative portfolio management by using integer programming and clustering techniques. Investors seek to gain the highest profits and lowest risk in capital markets. A data-oriented analysis of US stock universe is used to provide portfolio managers a device to track different Exchange Traded Funds. As an example, reconstructing of NASDAQ 100 index fund is presented. |
| Databáze: |
arXiv |
| Externí odkaz: |
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