FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4200156671> ?p ?o ?g. }

• W4200156671 endingPage "4586" @default.
• W4200156671 startingPage "4571" @default.
• W4200156671 abstract "Abstract Recently, numerous investors have shifted from active strategies to passive strategies because the passive strategy approach affords stable returns over the long term. Index tracking is a popular passive strategy. Over the preceding year, most researchers handled this problem via a two-step procedure. However, such a method is a suboptimal global-local optimization technique that frequently results in uncertainty and poor performance. This paper introduces a framework to address the comprehensive index tracking problem (IPT) with a joint approach based on metaheuristics. The purpose of this approach is to globally optimize this problem, where optimization is measured by the tracking error and excess return. Sparsity, weights, assets under management, transaction fees, the full share restriction, and investment risk diversification are considered in this problem. However, these restrictions increase the complexity of the problem and make it a nondeterministic polynomial-time-hard problem. Metaheuristics compose the principal process of the proposed framework, as they balance a desirable tradeoff between the computational resource utilization and the quality of the obtained solution. This framework enables the constructed model to fit future data and facilitates the application of various metaheuristics. Competitive results are achieved by the proposed metaheuristic-based framework in the presented simulation." @default.
• W4200156671 created "2021-12-31" @default.
• W4200156671 creator A5011345654 @default.
• W4200156671 creator A5037222502 @default.
• W4200156671 creator A5054221120 @default.
• W4200156671 creator A5057428910 @default.
• W4200156671 date "2021-12-20" @default.
• W4200156671 modified "2023-10-05" @default.
• W4200156671 title "A metaheuristic-based framework for index tracking with practical constraints" @default.
• W4200156671 cites W1595159159 @default.
• W4200156671 cites W1702274088 @default.
• W4200156671 cites W1974929957 @default.
• W4200156671 cites W1979406253 @default.
• W4200156671 cites W1981689130 @default.
• W4200156671 cites W1986551284 @default.
• W4200156671 cites W1988415871 @default.
• W4200156671 cites W1995972800 @default.
• W4200156671 cites W2001912652 @default.
• W4200156671 cites W2006386945 @default.
• W4200156671 cites W2014718552 @default.
• W4200156671 cites W2016411699 @default.
• W4200156671 cites W2020822319 @default.
• W4200156671 cites W2027666102 @default.
• W4200156671 cites W2031355456 @default.
• W4200156671 cites W2036384654 @default.
• W4200156671 cites W2078542140 @default.
• W4200156671 cites W2091323225 @default.
• W4200156671 cites W2118044993 @default.
• W4200156671 cites W2131773668 @default.
• W4200156671 cites W2152195021 @default.
• W4200156671 cites W2158242120 @default.
• W4200156671 cites W2322518793 @default.
• W4200156671 cites W2588238496 @default.
• W4200156671 cites W2619205994 @default.
• W4200156671 cites W2753542811 @default.
• W4200156671 cites W2760945190 @default.
• W4200156671 cites W2771414302 @default.
• W4200156671 cites W2794734400 @default.
• W4200156671 cites W2807935904 @default.
• W4200156671 cites W2889350917 @default.
• W4200156671 cites W2902559752 @default.
• W4200156671 cites W2915522415 @default.
• W4200156671 cites W2949979485 @default.
• W4200156671 cites W2956015365 @default.
• W4200156671 cites W2985952577 @default.
• W4200156671 cites W2997084958 @default.
• W4200156671 cites W2997457453 @default.
• W4200156671 cites W3009906994 @default.
• W4200156671 cites W3035343389 @default.
• W4200156671 cites W3085191555 @default.
• W4200156671 cites W3097904695 @default.
• W4200156671 cites W3121646140 @default.
• W4200156671 cites W3123156721 @default.
• W4200156671 cites W3123499013 @default.
• W4200156671 cites W3123652050 @default.
• W4200156671 cites W3127746873 @default.
• W4200156671 cites W3132226009 @default.
• W4200156671 cites W3133139416 @default.
• W4200156671 cites W3135881604 @default.
• W4200156671 cites W3152982182 @default.
• W4200156671 cites W3170518203 @default.
• W4200156671 cites W3181486316 @default.
• W4200156671 cites W3188069635 @default.
• W4200156671 cites W3208550483 @default.
• W4200156671 cites W4236384091 @default.
• W4200156671 cites W4236670843 @default.
• W4200156671 cites W4250503569 @default.
• W4200156671 cites W4255788608 @default.
• W4200156671 doi "https://doi.org/10.1007/s40747-021-00605-5" @default.
• W4200156671 hasPublicationYear "2021" @default.
• W4200156671 type Work @default.
• W4200156671 citedByCount "13" @default.
• W4200156671 countsByYear W42001566712022 @default.
• W4200156671 countsByYear W42001566712023 @default.
• W4200156671 crossrefType "journal-article" @default.
• W4200156671 hasAuthorship W4200156671A5011345654 @default.
• W4200156671 hasAuthorship W4200156671A5037222502 @default.
• W4200156671 hasAuthorship W4200156671A5054221120 @default.
• W4200156671 hasAuthorship W4200156671A5057428910 @default.
• W4200156671 hasBestOaLocation W42001566711 @default.
• W4200156671 hasConcept C109718341 @default.
• W4200156671 hasConcept C11413529 @default.
• W4200156671 hasConcept C126255220 @default.
• W4200156671 hasConcept C137836250 @default.
• W4200156671 hasConcept C139502532 @default.
• W4200156671 hasConcept C154945302 @default.
• W4200156671 hasConcept C176181172 @default.
• W4200156671 hasConcept C33923547 @default.
• W4200156671 hasConcept C41008148 @default.
• W4200156671 hasConcept C68781425 @default.
• W4200156671 hasConceptScore W4200156671C109718341 @default.
• W4200156671 hasConceptScore W4200156671C11413529 @default.
• W4200156671 hasConceptScore W4200156671C126255220 @default.
• W4200156671 hasConceptScore W4200156671C137836250 @default.
• W4200156671 hasConceptScore W4200156671C139502532 @default.
• W4200156671 hasConceptScore W4200156671C154945302 @default.
• W4200156671 hasConceptScore W4200156671C176181172 @default.
• W4200156671 hasConceptScore W4200156671C33923547 @default.

• next