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The Engineering Economist
A Journal Devoted to the Problems of Capital Investment
Volume 66, 2021 - Issue 4
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Articles

Rebalancing index tracking portfolios with cumulative sum (CUSUM) control charts

Eduardo Nesi BubiczSchool of Business, Federal University of Rio Grande do Sul, Porto Alegre, BrazilView further author information
,
Tiago Pascoal FilomenaSchool of Business, Federal University of Rio Grande do Sul, Porto Alegre, BrazilView further author information
,
Leonardo Riegel Sant’AnnaSchool of Business, Federal University of Rio Grande do Sul, Porto Alegre, BrazilCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-6557-0384View further author information
ORCID Icon &
Eduardo Bered Fernandes VieiraSchool of Business, Federal University of Rio Grande do Sul, Porto Alegre, BrazilView further author information
Pages 319-345 | Published online: 25 Jun 2021

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Liangchuan Wu, Yuju Wang & Liang-Hong Wu. (2022) Modeling index tracking portfolio based on stochastic dominance for stock selection. The Engineering Economist 67:3, pages 172-194.
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Linzi Liu, Xin Lai, Xiaofang Cai, Wei (Wayne) Huang & Weimin Miao. Proposing an innovative real-time monitoring approach for the parameter stability of credit-default prediction model. Journal of the Operational Research Society 0:0, pages 1-12.
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Articles from other publishers (2)

Ali Yeganeh & Sandile Charles Shongwe. (2023) A novel application of statistical process control charts in financial market surveillance with the idea of profile monitoring. PLOS ONE 18:7, pages e0288627.
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Konstantinos Bisiotis, Stelios Psarakis & Athanasios N. Yannacopoulos. (2022) Affine Term Structure Models: Applications in Portfolio Optimization and Change Point Detection. Mathematics 10:21, pages 4094.
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