Index tracking error optimization of equity and fixed-income ETFs
Kujtim Avdiu and Stephan Unger
| Year of publication: |
2023
|
|---|---|
| Authors: | Avdiu, Kujtim ; Unger, Stephan |
| Published in: |
The journal of beta investment strategies. - London : Portfolio Management Research, With Intelligence Ltd., ISSN 2771-6511, ZDB-ID 3158164-X. - Vol. 14.2023, 4, p. 92-107
|
| Subject: | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Aktienindex | Stock index | Theorie | Theory | Kapitaleinkommen | Capital income | Anleihe | Bond |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jbis.2023.1.050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536654