- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management
2018/03/15 by Ali Al-Aradi, Al-Aradi, Ali, Sebastian Jaimungal +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Active management #Artificial intelligence #Asset (computer security) #Asset allocation #Benchmark (surveying) #Computer science #Control (management) #Dynamic programming #Economic theories and models #Economics #FOS: Economics and business #Financial Markets and Investment Strategies #Financial economics #Mathematical optimization #Mathematics #Optimal control #Portfolio #Portfolio Management (q-fin.PM) #Portfolio optimization #Project portfolio management #Replicating portfolio #Stochastic control #Stochastic processes and financial applications #Tracking error #q-fin.PM