arbiter
JournalsAccount

Index tracking with constrained portfolios

MaringerDietmar & OyewumiOlufemi

Intelligent Systems in Accounting, Finance and Management: An International Journal2007https://doi.org/10.5555/1285225.1285229article
ABDC B
Weight
0.26

Abstract

Passive portfolio management strategies, such as index tracking, are popular in the industry, but so far little research has been done on the cardinality of such a portfolio, i.e. on how many diffe...

Open via your library →

Cite this paper

https://doi.org/https://doi.org/10.5555/1285225.1285229

Or copy a formatted citation

@article{maringerdietmar2007,
  title        = {{Index tracking with constrained portfolios}},
  author       = {MaringerDietmar & OyewumiOlufemi},
  journal      = {Intelligent Systems in Accounting, Finance and Management: An International Journal},
  year         = {2007},
  doi          = {https://doi.org/https://doi.org/10.5555/1285225.1285229},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Index tracking with constrained portfolios

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.