道琼斯工业平均指数成分股的半方差优化

Q3 Business, Management and Accounting

Contaduria y Administracion Pub Date : 2023-05-11 DOI:10.22201/fca.24488410e.2023.3409

Ángel Samaniego Alcántar

引用次数: 0

摘要

本研究通过比较四种资产配置方式，为被动投资组合管理做出贡献。索引，均值方差优化，等权重

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Semi-variance optimization for the components of the Dow Jones Industrial Average index

This study contributes to passive portfolio management by comparing four ways to allocate assets. Indexing, mean-variance optimization, equal-weighting

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来源期刊

Contaduria y Administracion Business, Management and Accounting-Business, Management and Accounting (all)

CiteScore

0.90

自引率

0.00%

发文量

审稿时长

14 weeks

期刊介绍： Contaduría y Administración (Accounting and Management)is a quarterly journal aimed to the academic community. Being peer-reviewed by double blind process,seeks to contribute to the advancement of scientific and technical knowledge in the financial and administrative disciplines. This journal publishes original theoretical or applied research (No case studies, descriptive and exploratory) in Spanish and English on the following subjects: • Organization Management • Production Management and Operations • Human Resources Management • Management of Information Technology • Accounting and Auditing • Management and Leadership • Business Economics • Entrepreneurship • Business Environment • Finance • Operations Research • Innovation and Technological Change in Organizations • Marketing • Micro, Small and Medium Enterprises • Planning and Business Strategies • Management Theory • Financial Theory • Business Decisions Contaduría y Administración (Accounting and Management) also receives research papers on related areas to the above mentioned.