Open AccessApplication of Tracking Signal to the Markowitz Portfolio Selection Model to Improve Stock Selection Ability by Overcoming Estimation Error
Author(s) -
Younghyun Kim,
Hongseon Kim,
Seongmoon Kim
Publication year - 2016
Publication title -
hanguk gyeongyeong gwahakoeji/han'gug gyeong'yeong gwahag hoeji
Language(s) - English
Resource type - Journals
eISSN - 2733-4759
pISSN - 1225-1119
DOI - 10.7737/jkorms.2016.41.3.001
Subject(s) - portfolio , estimator , econometrics , tracking error , stock (firearms) , portfolio optimization , sharpe ratio , computer science , efficient frontier , selection (genetic algorithm) , post modern portfolio theory , economics , stock market , statistics , financial economics , mathematics , replicating portfolio , machine learning , artificial intelligence , engineering , mechanical engineering , control (management) , biology , paleontology , horse