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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 transakčné náklady - 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 
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