Multi-scale tracking dynamics and optimal index replication
Q. Li, L. Bao and Q. L. Zhang
| Year of publication: |
2014
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|---|---|
| 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
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| Subject: | index tracking | multi-scale analysis | optimization | common trend | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Theorie | Theory | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010413873