Open AccessPortfolio optimization in enhanced index tracking with goal programming approach
Author(s) -
Lam Weng Siew,
Saiful Hafizah Jaaman,
Hamizun Ismail
Publication year - 2014
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4895332
Subject(s) - index (typography) , stock market index , portfolio , purchasing , goal programming , rate of return on a portfolio , computer science , composite index , expected return , tracking error , index fund , portfolio optimization , passive management , stock market , operations research , business , finance , mathematics , stock exchange , marketing , market liquidity , institutional investor , artificial intelligence , fund of funds , horse , open end fund , world wide web , biology , paleontology , corporate governance , control (management)
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