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~person:"Sant'Anna, Leonardo Riegel"
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Sant'Anna, Leonardo Riegel
McAleer, Michael
31
Gil-Alaña, Luis A.
26
Caporale, Guglielmo Maria
25
Platen, Eckhard
21
Giot, Pierre
17
Gupta, Rangan
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Jalbert, Terrance
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Masih, Abdul Mansur M.
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Davis, Steven J.
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Hanousek, Jan
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Härdle, Wolfgang
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Kočenda, Evžen
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Masih, Rumi
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Hammoudeh, Shawkat
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
2
Lasso-based index tracking and statistical arbitrage long-short strategies
Sant'Anna, Leonardo Riegel
;
Caldeira, João F.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012659433
Saved in:
3
Solving the index tracking problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel
;
Oliveira, Alan Delgado de
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
Saved in:
4
Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352
Saved in:
5
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
Saved in:
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