Enhanced Index Investing Based on Goal Programming
By Liang-Chuan Wu, S. Chou, Chau-Chen Yang, Chorng-Shyong Ong. 2007
57 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/11386f3b55c3f3ee087adc254d3b2ce62701116a
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In Control and Systems Engineering
In Economics and Econometrics
In Management Science and Operations Research
Citations in the corpus
- Can Deep Learning Techniques Improve the Risk Adjusted Returns from Enhanced Indexing Investment Strategies (2017, methodology): “Wu et al. (2007) describe enhanced indexing strategies as an approach employing risk-management strategies to achieve outperformance over a closely tracked index.”