A carregar...
Indexing Pension Funds with Exchange-Traded Funds
This article considers the use of Exchange-Traded Funds (ETFs) for indexing the portfolios of pension funds in Brazil. A methodology is proposed to allow the portfolio managers to combine ETFs and the assets composing its benchmark. The methodology is based on a mathematical programming model, with...
Na minha lista:
| Main Authors: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Brazilian Society of Finance
2014-10-01
|
| Colecção: | Revista Brasileira de Finanças |
| Assuntos: | |
| Acesso em linha: | http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/viewFile/14490/33954 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|