Enhanced index tracking based on multi-objective immune algorithm
Q Li, L Sun, L Bao - Expert Systems with Applications, 2011 - Elsevier
Enhanced index tracking is a popular strategy in portfolio management that focuses on
adding reliable value relative to the index on the basis of mimicking the behavior of the …
adding reliable value relative to the index on the basis of mimicking the behavior of the …
Digital computer system and methods for a synthetic investment and risk management fund
AF Herbst, WF Perg - US Patent 6,938,009, 2005 - Google Patents
A computer-aided method for implementing at least one synthetic investment fund. The
method includes providing a digital electrical computer apparatus including a digital …
method includes providing a digital electrical computer apparatus including a digital …
Digital computer system and methods for managing a synthetic index fund
AF Herbst, WF Perg - US Patent 7,062,459, 2006 - Google Patents
A computer-aided method for implementing at least one synthetic stock investment fund. The
method includes providing a digital electrical computer apparatus including a digital …
method includes providing a digital electrical computer apparatus including a digital …
Enhanced index tracking with multiple time-scale analysis
Q Li, L Bao - Economic Modelling, 2014 - Elsevier
This paper considers the process optimal strategies for an enhanced index tracking
problem. The investment goals are set to achieve a higher return than the benchmark by …
problem. The investment goals are set to achieve a higher return than the benchmark by …
Digital computer system for operating a customizable investment fund
AF Herbst, WF Perg - US Patent 7,447,651, 2008 - Google Patents
A computer-aided method for operating a customizable investment fund, the method
includes receiving, at a central computer, first digital signals from a first computer specifying …
includes receiving, at a central computer, first digital signals from a first computer specifying …
[PDF][PDF] A Psycho-Social Study of First Generation Learners
GM Iyer - 2001 - irgu.unigoa.ac.in
A PSYCHO-SOCIAL STUDY OF Page 1 DOCTOR OF PHILOSOPHY IN EDUCATION \ \ PG
DEPARTMENT OF EDUCATION A PSYCHO-SOCIAL STUDY OF FIRST GENERATION …
DEPARTMENT OF EDUCATION A PSYCHO-SOCIAL STUDY OF FIRST GENERATION …
[BOOK][B] Immobilienportfoliomanagement mit Immobilienindex-Derivaten: eine kritische Analyse und Bewertung der Einsatzmöglichkeiten immobilienindexbasierter …
J Gerhard - 2003 - epub.uni-regensburg.de
Die Immobilieninvestmentbranche in Deutschland befindet sich seit den 1990er Jahren in
einem wohltuenden Umbruch. Die fortschreitende Professionalisierung und zunehmende …
einem wohltuenden Umbruch. Die fortschreitende Professionalisierung und zunehmende …
Three essays on the efficiency of selected financial markets
F Ackermann - 2014 - zora.uzh.ch
The aim of this thesis is to analyze the efficiency of selected financial markets. The first and
the second paper concern the currency market. The first paper presents an inefficiency in the …
the second paper concern the currency market. The first paper presents an inefficiency in the …
[BOOK][B] S&P 500 Index investing versus hedged S&P 500 Index investing
GA VanderPal - 2006 - search.proquest.com
The study analyzes the results of a non-hedged or fully exposed Standard and Poor's 500
(S&P 500) index versus a annual and monthly reset hedged strategy of S&P 500 index …
(S&P 500) index versus a annual and monthly reset hedged strategy of S&P 500 index …
Hedged versus Non-Hedged S&P 500 Index
G VanderPal - VanderPal, Geoffrey.(2006). S&P, 2006 - papers.ssrn.com
CHAPTER I INTRODUCTION Background The last bear market over a three year period
from the year 2000 through 2002 provided investors the impetus to think about the risk …
from the year 2000 through 2002 provided investors the impetus to think about the risk …