Optimization Methods For Financial Index Tracking : From Theory To Practice

An in-depth overview of the index tracking problem analyzing all the caveats and practical issues an investor might have, such as the frequent rebalancing of weights, the changes in the index composition, the transaction costs, etc.

• | Author: Konstantinos Benidis, Yiyong Feng, Daniel P. Palomar
• | Publisher: Now Publishers
• | Publication Date: Jun 07, 2018
• | Number of Pages: 122 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 1680834649
• | ISBN-13: 9781680834642