Quantile regression for index tracking and enhanced indexation
H. Mezali and J. E. Beasley
| Year of publication: |
2013
|
|---|---|
| Authors: | Mezali, H. ; Beasley, John E. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 64.2013, 11, p. 1676-1629
|
| Subject: | enhanced indexation | index tracking | portfolio optimisation | quantile regression | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Regressionsanalyse | Regression analysis | Index | Index number | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010207756