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Developing a Multinational Index Fund

  • Nigel Meade
Conference paper
Part of the Contributions to Management Science book series (MANAGEMENT SC.)

Abstract

Two approaches to portfolio selection from a multinational universe are described. The problem is addressed in the context of selecting a fund to track a multinational equity index such as Eurotrack 100. However, the results are general and can be applied whatever the objective of fund selection.

Keywords

Covariance Matrix Tracking Error Portfolio Selection Capital Asset Price Model Index Fund 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Physica-Verlag Heidelberg 1993

Authors and Affiliations

  • Nigel Meade
    • 1
  1. 1.The Management SchoolImperial CollegeUK

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