Optimization Methods for Financial Index Tracking
| Author | : Konstantinos Benidis |
| Publisher | : Foundations and Trends (R) in Optimization |
| Total Pages | : 122 |
| Release | : 2018-06-07 |
| ISBN-10 | : 1680834649 |
| ISBN-13 | : 9781680834642 |
| Rating | : 4/5 (49 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.
