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...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The Journal of the Operational Research Society Jg. 65; H. 8; S. 1155 - 1169
Hauptverfasser:	Wu, Liang-chuan, Tsai, I-chan
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	London Taylor & Francis 01.08.2014 Palgrave Macmillan Palgrave Macmillan UK Taylor & Francis Ltd
Schlagworte:	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
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!