Now showing items 1-1 of 1

    • The index tracking problem with a limit on portfolio size 

      Mutunge, Purity Kamene (The University of Bergen, 2014-11-19)
      For a passive fund manager tracking a benchmark, it is not uncommon to select some, and not all the assets in the index to his portfolio. In this thesis, we consider the problem of minimizing the tracking error under the ...
      Master thesis