Optimization Methods for Financial Index Tracking From Theory to Practice |
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| Author:
| Benidis, Konstantinos
Feng, Yiyong
Palomar, Daniel P. |
| Series title: | Foundations and Trends in Optimization Ser. |
| ISBN: | 978-1-68083-464-2 |
| Publication Date: | Jun 2018 |
| Publisher: | Now Publishers
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| Book Format: | Paperback |
| List Price: | USD $85.00 |
Book Description:
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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.
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.