Title:

Rebalancing Issues in Tracking Error Variance Minimization

Group publication title:

17-th AMSE. Applications of Mathematics in Economics. International Scientific Conference: Poland, 27-31 Agust, 2014. Conference Proceedings Full Text Papers

Creator:

Boďa, Martin ; Kanderová, Mária

Contributor:

Rusnak, Zofia. Redakcja ; Zmyślona, Beata. Redakcja

Subject and Keywords:

portfolio tracking ; tracking error variance minimization ; transaction costs ; rebalancing ; net returns

Abstrakt:

17-th AMSE. Applications of Mathematics in Economics. International Scientific Conference: Poland, 27-31 Agust, 2014. Conference Proceedings Full Text Papers. The International Scientific Conferences "Applications of Mathematics and Statistics in Economics" are organized each year by three Departments of three Universities from three countries - University of Economics, Prague (Czech Republic), Matej Bel University in Banská Bystrica (Slovakia) and Wrocław University of Economics (Poland)

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2014

Resource Type:

materiały konferencyjne

Format:

application/pdf

Resource Identifier:

doi:10.15611/amse.2014.17.03

Language:

eng

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu