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"Optimal construction and rebalancing of index-tracking portfolios."

Oliver Strub, Philipp Baumann (2018)

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DOI: 10.1016/J.EJOR.2017.06.055

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/eor/StrubB18
Oliver Strub, Philipp Baumann:
Optimal construction and rebalancing of index-tracking portfolios. Eur. J. Oper. Res. 264(1): 370-387 (2018)

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