optimization approach to indexing

optimization approach to indexing
An approach to indexing that seeks to optimize some objective, such as to maximize the portfolio yield, to maximize convexity, or to maximize expected total returns . Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Optimization approach to indexing — An approach to indexing which seeks to Optimize some objective, such as to maximize the portfolio yield, to maximize convexity, or to maximize expected total returns. The New York Times Financial Glossary …   Financial and business terms

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