Investigating the use of statistical process control charts for index tracking portfolios
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, João Frois Caldeira & Denis Borenstein
| Year of publication: |
2019
|
|---|---|
| Authors: | Sant'Anna, Leonardo Riegel ; Filomena, Tiago Pascoal ; Caldeira, João F. ; Borenstein, Denis |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 10, p. 1622-1638
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| Subject: | EWMA control chart | index track | cointegration | optimization | Statistische Qualitätskontrolle | Statistical quality control | Portfolio-Management | Portfolio selection | Theorie | Theory | Aktienindex | Stock index | Statistische Methode | Statistical method | Qualitätsmanagement | Quality management | Produktionssteuerung | Production control | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2018.1495887 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012214352