An analysis of the importance of S&P 500 discretionary constituent changes
Year of publication: |
2011
|
---|---|
Authors: | Geppert, John ; Ivanov, Stoyu ; Karels, Gordon |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 37.2011, 1, p. 21-34
|
Publisher: |
Springer |
Subject: | Beta changes | S&P500 constituents changes | Spectral analysis |
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