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Fuzzy Index Tracking Portfolio Selection Model Based on Value-at-Risk
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نویسنده
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Hosseini Imeni S.A. ,Najafi A.A.
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منبع
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international journal of research in industrial engineering - 2013 - دوره : 2 - شماره : 4 - صفحه:41 -57
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کلیدواژه
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passive investment ,tracking error ,fuzzy variable ,Value-at-Risk
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آدرس
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k.n.toosi university of technology, ایران, k.n.toosi university of technology, ایران
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پست الکترونیکی
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aanajafi@kntu.ac.ir
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Authors
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