Tracking a financial benchmark using a few assets

Tracking a financial benchmark using a few assets

We study the problem of tracking a financial benchmark - a continuously compounded growth rate or a stock market index - by dynamically managing a portfolio consisting of a small number of traded stocks in the market. In either case, we formulate the tracking problem as an instance of the stochastic...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Yao, D, Zhang, S, Zhou, X
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	2006

Eitemau Tebyg

Multiqubit randomized benchmarking using few samples
gan: Helsen, Jonas, et al.
Cyhoeddwyd: (2021)

Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets
gan: Werner Kristjanpoller, et al.
Cyhoeddwyd: (2025-01-01)

A large-scale benchmark for few-shot program induction and synthesis
gan: Alet, Ferran, et al.
Cyhoeddwyd: (2022)

FRMT: A Benchmark for Few-Shot Region-Aware Machine Translation
gan: Parker Riley, et al.
Cyhoeddwyd: (2023-07-01)

Financial benchmark tracking problems under a stochastic linear quadratic control framework
gan: Zaman, AM
Cyhoeddwyd: (2008)

RECONSTRUCTION OF 3D OBJECTS OF ASSETS AND FACILITIES BY USING BENCHMARK POINTS
gan: S. U. Baig, et al.
Cyhoeddwyd: (2013-08-01)

Building information modelling in asset management for asset management for asset tracking /
gan: Suhaizam Rosli @ Shuib, 1980-, author 380672
Cyhoeddwyd: (2017)

Benchmarking Federated Few-Shot Learning for Video-Based Action Recognition
gan: Nguyen Anh Tu, et al.
Cyhoeddwyd: (2024-01-01)

Financial benchmarking in banking
gan: Lazarević Milan
Cyhoeddwyd: (2016-01-01)

A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
gan: Alessio Brini, et al.
Cyhoeddwyd: (2024-06-01)

Evolution of bitcoin as a Financial Asset
gan: K. D. Shilov, et al.
Cyhoeddwyd: (2021-10-01)

Building information modelling in asset management for asset tracking /
gan: Suhaizam Rosli @ Shuib, 1980-, author 380672, et al.
Cyhoeddwyd: (2017)

Benchmarking Intangible Assets in the Water Sector: an Evidence from Indonesia
gan: Marga Gumelar, et al.
Cyhoeddwyd: (2018-08-01)

Management of capital assets by local governments: an assessment and benchmarking survey
gan: Olga Kaganova, et al.
Cyhoeddwyd: (2018-03-01)

FINANCIAL RETURN ON ASSETS. THE IMPACT OF THE FINANCIAL RETURN ON ASSETS OVER THE COMPANY’S DEVELOPMENT
gan: Constantin Căruntu, et al.
Cyhoeddwyd: (2009-11-01)

AUGMENTED REALITY ASSET TRACKING USING HOLOLENS
gan: J. I. Fan, et al.
Cyhoeddwyd: (2021-06-01)

From financial assets to intellectual capital assets evaluation
gan: Shen, Rong, et al.
Cyhoeddwyd: (2011)

Expanding continual few-shot learning benchmarks to include recognition of specific instances.
gan: Gideon Kowadlo, et al.
Cyhoeddwyd: (2024-01-01)

Secure Document and Asset Tracking
gan: Heinz Lugo, et al.
Cyhoeddwyd: (2013-03-01)

Assetization: A technoscientific or financial phenomenon?
gan: Philipp Golka
Cyhoeddwyd: (2021-01-01)

Multiobject Tracking of Wildlife in Videos Using Few-Shot Learning
gan: Jiangfan Feng, et al.
Cyhoeddwyd: (2022-05-01)

Excess profit relative to the benchmark asset under the α-confidence level
gan: Dong Ma, et al.
Cyhoeddwyd: (2023-11-01)

Long-term tracking in the wild: a benchmark
gan: Valmadre, J, et al.
Cyhoeddwyd: (2018)

Speaking of Securitization of Financial Assets
gan: Munteanu Bogdan
Cyhoeddwyd: (2017-01-01)

What are the assets and weaknesses of HFO detectors? A benchmark framework based on realistic simulations.
gan: Nicolas Roehri, et al.
Cyhoeddwyd: (2017-01-01)

Index Tracking with Control on the Number of Assets
gan: Leonardo Riegel Sant'Anna, et al.
Cyhoeddwyd: (2014-06-01)

Fast and Robust Visual Tracking with Few-Iteration Meta-Learning
gan: Zhenxin Li, et al.
Cyhoeddwyd: (2022-08-01)

Financial Fear Index in the Digital Financial Assets Market
gan: A. О. Ovcharov, et al.
Cyhoeddwyd: (2021-08-01)

The Benchmark Issue in the Islamic Financial System
gan: Zamir Iqbal
Cyhoeddwyd: (1999-07-01)

Project financing : asset-based financial engineering /
gan: 199103 Finnerty, John D.
Cyhoeddwyd: (1996)

Financial Technology (FinTech) as a Driver for Financial Digital Assets
gan: Andrei-Dragoş Popescu
Cyhoeddwyd: (2020-01-01)

Digital Financial Assets: Concept and Legal Nature
gan: L. Efimova, et al.
Cyhoeddwyd: (2024-05-01)

Financial situation (assets), November 1991
gan: British Association for Irish Studies, BAIS, et al.
Cyhoeddwyd: (1991)

PROBLEMS OF CLASSIFICATION AND VALUATION OF FINANCIAL ASSETS
gan: V. Quliyev
Cyhoeddwyd: (2022-03-01)

Cryptocurrency Assets in the Financial Accounting Systems
gan: Makurin Andrii A.
Cyhoeddwyd: (2020-09-01)

Financial asset allocation and green innovation
gan: Jun Duan, et al.
Cyhoeddwyd: (2023-10-01)

Optimization of Financial Asset Neutrosophic Portfolios
gan: Marcel-Ioan Boloș, et al.
Cyhoeddwyd: (2021-05-01)

Risk Minimization of Financial Assets Portfolio
gan: Mostafa El Hachlouf, et al.
Cyhoeddwyd: (2019-04-01)

Financial instruments for the regeneration of the public assets
gan: Marco Sangiorgio
Cyhoeddwyd: (2015-04-01)

Entropy-based financial asset pricing.
gan: Mihály Ormos, et al.
Cyhoeddwyd: (2014-01-01)