A new weighting-scheme for equity indexes
Sofiane Aboura, Julien Chevallier
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Aboura, Sofiane ; Chevallier, Julien |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 54.2017, p. 159-175
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| Subject: | Equity index | Factor analysis | Equi-correlation | Weighting scheme | Theorie | Theory | Aktienindex | Stock index | Index | Index number | Indexberechnung | Index construction | Faktorenanalyse | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011878211