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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

What the paper says

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...

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

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@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},
}

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Index tracking with constrained portfolios

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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.