Rebalancing index tracking portfolios with cumulative sum (CUSUM) control charts
Eduardo Nesi Bubicz, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, and Eduardo Bered Fernandes Vieira
| Year of publication: |
2021
|
|---|---|
| Authors: | Bubicz, Eduardo Nesi ; Filomena, Tiago Pascoal ; Sant'Anna, Leonardo Riegel ; Vieira, Eduardo Bered Fernandes |
| Published in: |
The engineering economist : a journal devoted to the problems of capital investment. - Philadelphia, Pa. : Taylor & Francis, ISSN 1547-2701, ZDB-ID 2066279-8. - Vol. 66.2021, 4, p. 319-345
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Aktienindex | Stock index | Statistische Qualitätskontrolle | Statistical quality control | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0013791X.2021.1936320 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012802348