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Rebalancing issues in tracking error variance minimization
Title Rebalancing issues in tracking error variance minimization Author info Martin Boďa, Mária Kanderová Author Boďa Martin 1984- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Co-authors Kanderová Mária 1965- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document 17th AMSE Applications of mathematics and statistics in economics : 17th international scientific conference, conference proceedings, Poland 27-31 August 2014. Pp. 26-35. - Wrocław : Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu, 2014 / Rusnak Zofia ; Zmyślona Beata ; Bašta Milan ; Bílková Diana ; 17th AMSE international scientific conference Keywords tracking portfolio tracking error variance minimization transaction costs rebalancing strategy net returns Language English Country Poland systematics 331 Public work category AFC No. of Archival Copy 30636 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ document on cd/dvd
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