Index Tracking with Utility Enhanced Weighting
Year of publication: |
2016
|
---|---|
Authors: | Clark, Ephraim |
Other Persons: | Deshmukh, Nitin (contributor) ; Guran, Barkan (contributor) ; Kassimatis, Konstantinos (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Theorie | Theory |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 20, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2782680 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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