Optimization Methods for Financial Index Tracking: From Theory to Practice by Daniel P. Palomar, Yiyong Feng, Konstantinos Benidis

Optimization Methods for Financial Index Tracking: From Theory to Practice

Foundations and Trends(r) in Optimization

Daniel P. Palomar, Yiyong Feng, Konstantinos Benidis

122 pages • missing pub info (editions)

nonfiction mathematics technology
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Index tracking is a very popular passive investment strategy. Since an index cannot be traded directly, index tracking refers to the process of creating a portfolio that approximates its performance. A straightforward way to do that is to purchase...

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