Index tracking with utility enhanced weighting
نویسندگان
چکیده
منابع مشابه
Clustering of financial time series with application to index and enhanced-index tracking portfolio
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2019
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2019.1605189