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| dc.contributor.author | Daou, Elias Raymond |
| dc.date.accessioned | 2012-06-13T07:08:52Z |
| dc.date.available | 2012-06-13T07:08:52Z |
| dc.date.issued | 2005 |
| dc.identifier.uri | http://hdl.handle.net/10938/6886 |
| dc.description | Project (M.E.M.)--American University of Beirut, Engineering Management Program, 2005. |
| dc.description | Bibliography: leaves 60-63. |
| dc.description.abstract | The index tracking problem is a passive form of fund management. The basic conce pt of index tracking is to follow or replicate the performance of a specified in dex in terms of returns. This thesis is mainly concerned with the index tracking problem as f |
| dc.format.extent | xi, 63 leaves : ill. 30 cm. |
| dc.language.iso | eng |
| dc.relation.ispartof | Theses, Dissertations, and Projects |
| dc.subject.classification | EPj:001292 AUBNO |
| dc.subject.lcsh | Genetic algorithms |
| dc.subject.lcsh | Investments -- Mathematical models |
| dc.title | The index tracking problem - by Elias Raymond Daou |
| dc.type | Project |
| dc.contributor.department | American University of Beirut. Faculty of Engineering and Architecture. Engineering Management Program |
