Multi-scale tracking dynamics and optimal index replication
Year of publication: |
2014
|
---|---|
Authors: | Li, Qian ; Bao, Liang ; Zhang, Q. L. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 4/6, p. 252-256
|
Subject: | index tracking | multi-scale analysis | optimization | common trend | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Aktienindex | Stock index |
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