Fuzzy Index Tracking Portfolio Selection Model Based on Value-at-Risk

S.A. Hosseini Imeni; A.A. Najafi

Volume 2, Issue 4 , December 2013, , Pages 41-57

Abstract
  Index tracking is one of the most important passive strategies which describes the process of attempting to track the performance of some specified benchmark indexes. Most recent studies determined security returns in conventional models by the precise historical data. However, such precise data are ...  Read More