Variance minimizing strategies for stochastic processes with applications to tracking stock indices
| Year of publication: |
2019
|
|---|---|
| Authors: | Colwell, David B. ; El‐Hassan, Nadima ; Kwon, Oh Kang |
| Published in: |
International Review of Finance. - Wiley, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 21.2019, 2 (31.10.), p. 430-446
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/irfi.12285 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012191549