A Heuristic Approach To The Index Tracking
Problem: A Case Study Of The Tehran
Exchange Price Index

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A Heuristic Approach To The Index Tracking Problem: A Case Study Of The Tehran Exchange Price Index

Index tracking, the most popular form of passive fund management, is a portfolio selection problem in which the return of one of the stock market indexes is reproduced by creating a tracking portfolio consisting of a subset of the stocks included in the index. Index tracking has been known as an...

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Bibliographic Details
Main Authors:	Varsei, Mohsen, Shams, Naser, Fahimnia, Behnam, Yazdanpanah, Abbas
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2013
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/36587/ http://eprints.usm.my/36587/1/AAMJ180202.pdf

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