Optimization Methods for Financial Index Tracking

Optimization Methods for Financial Index Tracking
Author :
Publisher : Foundations and Trends (R) in Optimization
Total Pages : 122
Release :
ISBN-10 : 1680834649
ISBN-13 : 9781680834642
Rating : 4/5 (642 Downloads)

Book Synopsis Optimization Methods for Financial Index Tracking by : Konstantinos Benidis

Download or read book Optimization Methods for Financial Index Tracking written by Konstantinos Benidis and published by Foundations and Trends (R) in Optimization. This book was released on 2018-06-07 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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