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Can NASDAQ-100 Derivatives ETF Portfolio Beat QQQ?

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s00291-003-0139-1openalex-snapshot

Optimization of cardinality constrained portfolios with a hybrid local search algorithm

inferredcites →https://doi.org/10.1016/j.ejor.2008.03.015openalex-snapshot

Mixed-integer programming approaches for index tracking and enhanced indexation

inferredcites →https://doi.org/10.1016/j.ejor.2011.09.004openalex-snapshot

Kernel Search: An application to the index tracking problem

inferredcites →https://doi.org/10.1016/j.frl.2015.10.005openalex-snapshot

Enhanced index tracking optimal portfolio selection

inferredcites →https://doi.org/10.1016/j.ins.2020.05.066openalex-snapshot

Adaptive stock trading strategies with deep reinforcement learning methods

inferredcites →https://doi.org/10.1016/j.jfds.2020.06.002openalex-snapshot

Deep deterministic portfolio optimization

inferredcites →https://doi.org/10.1016/j.techfore.2023.122944openalex-snapshot

Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach

inferredcites →https://doi.org/10.1016/s0377-2217(02)00784-1openalex-snapshot

Simulated annealing for complex portfolio selection problems

inferredcites →https://doi.org/10.1016/s0378-4266(98)00076-4openalex-snapshot

A linear model for tracking error minimization

inferredcites →https://doi.org/10.1049/2024/5399392openalex-snapshot

A Deep Reinforcement Learning Approach for Portfolio Management in Non‐Short‐Selling Market

inferredcites →https://doi.org/10.1080/14697688.2012.691986openalex-snapshot

Cardinality versus q-Norm Constraints for Index Tracking

inferredcites →https://doi.org/10.1086/294846openalex-snapshot

Mutual Fund Performance

inferredcites →https://doi.org/10.1109/icdm14818.2008openalex-snapshot

2008 Eighth IEEE International Conference on Data Mining

inferredcites →https://doi.org/10.1214/aos/1176344136openalex-snapshot

Estimating the Dimension of a Model

inferredcites →https://doi.org/10.21314/jor.2000.038openalex-snapshot

Optimization of conditional value-at-risk

inferredcites →https://doi.org/10.2307/1912017openalex-snapshot

Macroeconomics and Reality

inferredcites →https://doi.org/10.2469/faj.v70.n6.3openalex-snapshot

Covered Call Strategies: One Fact and Eight Myths

inferredcites →https://doi.org/10.3905/jpm.2007.684753openalex-snapshot

Enhanced Index Investing Based on Goal Programming

inferredcites →https://doi.org/10.48550/arxiv.1901.08740openalex-snapshot

Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

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