Three fuzzy goal programming models for index portfolios

Studies show that most actively managed mutual funds struggle to beat the market, driving an increase in the popularity of index investing. Index investing instruments, including index funds and Exchange-traded Funds, aim to track market performance. This study pursues both tracking error minimizati...

Celý popis

Uloženo v:

Podrobná bibliografie
Vydáno v:	The Journal of the Operational Research Society Ročník 65; číslo 8; s. 1155 - 1169
Hlavní autoři:	Wu, Liang-chuan, Tsai, I-chan
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	London Taylor & Francis 01.08.2014 Palgrave Macmillan Palgrave Macmillan UK Taylor & Francis Ltd
Témata:	Benchmarks Business and Management Costs ETF Exchange traded funds Financial portfolios fuzzy goal programming Fuzzy sets General Paper General Papers Genetic algorithms Goal programming Heuristic index fund Index funds Integer programming Investments Investors Management Mathematical programming Membership functions Mutual funds Operations research Operations Research/Decision Theory Optimization Portfolio management Programming models Securities markets Set theory Stock exchanges Stock market indices Studies tracking error Volatility fuzzy goal programming tracking error index fund ETF
ISSN:	0160-5682, 1476-9360
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Buďte první, kdo okomentuje tento záznam!