SciELO - Scientific Electronic Library Online

SciELO - Scientific Electronic Library Online

Referencias del artículo

ZAMBRANO MANUECO, Homero. Minimización del tracking error con solución analítica para portafolios indizados. Contad. Adm [online]. 2011, n.235, pp.11-27. ISSN 0186-1042.

    Bodie, Z., A. Kane y A. Marcus (2006). Investments. Boston: McGraw–Hill. [ Links ]

    Bolsa Mexicana de Valores (15 ene 2010). TRAC's. Descargado de: [ Links ]

    Chincarini, L. B. y D. Kim (2006). Quantitative equity portfolio management. New York: McGraw–Hill. [ Links ]

    Coleman, T. F. y Y. Li (2004). Minimizing tracking error while restricting the number of assets. Cornell University, Working paper. [ Links ]

    Corrado, C.J. y B.D. Jordan (2002). Fundamentals of investment. New York: McGraw–Hill. [ Links ]

    Coutts, J. (2003). Portfolio construction from mandate to stock weight: a practitioner's perspective, en Satchell, S. & Scowcroft, A. (eds.). Advances in portfolio construction and implementation. New York: Butterworth–Heinnemann. [ Links ]

    Elton, E.J., M.J. Gruber, S.J. Brown y W.N. Goetzmann (2007). Modern portfolio theory and investment analysis. Wiley: Hoboken, NJ. [ Links ]

    Gaivoronski, A.A., S. Krylov y N. Van Der Wijst (2005). Optimal portfolio selection and dynamic benchmark tracking. European Journal of operational research, 163(1): 115–131. [ Links ]

    Grinold, R. C. y N.R. Kahn (1999). Active portfolio management. Boston: McGraw–Hill. [ Links ]

    Jansen, R. y R. Van Dijk (2002). Optimal benchmark tracking with small portfolios. Journal of Portfolio Management, 28(2): 33–39. [ Links ]

    Reilly, F.K. and K.C. Brown (2000). Investment analysis and portfolio management. Florence, KY: SouthWestern / Thomson Learning. [ Links ]

    Stewart, G.W. (2001). Matrix algorithms, Volume II: Eigensystems. Philadelphia, PA: Society for industrial and applied mathematics. [ Links ]

    Stout, D.E. y H. Chen (E.) (2006). A primer on exchange traded funds. Purpose, operation, and risk. The CPA Journal, 76(9): 56–59. [ Links ]

    Strang, G. (2009). Introduction to linear algebra. Wellesley MA: Wellesley Cambridge Press. [ Links ]

    Takirti, S. y I. Tierens (2008). Incorporating transaction costs in the construction of 130/30 portfolios. Institutional investor, 1: 64–73. [ Links ]

    Yao, D.D, S. Zhang y X.Y. Zhou (2006). Tracking a financial benchmark using a few assets. Operations Research, 54(2): 232–404. [ Links ]