Index Tracking Optimization under down Side Beta and Evolutionary Based Algorithms
Portfolio optimization is the one of most important problems in financial theory. Different strategies can be selected to manage the portfolio that include two kinds is called passive and active. Index tracking is one of most important passive approach. So, there are different models and algorithms...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2017-07-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_64814_09535564a5176de3bf3c0507e1f7282e.pdf |