Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem

von Paulo, Wanderlei Lima de
Veröffentlicht in Investment management and financial innovations (2014)

An analysis of a mean-variance enhanced index tracking problem with weights constraints

von Paulo, Wanderlei Lima de
Veröffentlicht in Investment management and financial innovations (2018)

Enhanced index tracking optimal portfolio selection

von Paulo, Wanderlei Lima de
Veröffentlicht in Finance research letters (2016)