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~accessRights:"restricted"
~person:"Kwon, Roy H."
~subject:"ARCH-Modell"
~subject:"Theory"
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Aktienindex
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Index tracking
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Kwon, Roy H.
Aboura, Sofiane
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production economics
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ECONIS (ZBW)
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Risk-allocation-based index tracking
Anis, Hassan T.
;
Costa, Giorgio
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014308262
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A constrained cluster-based approach for tracking the S&P 500 index
Wu, Dexiang
;
Kwon, Roy H.
;
Costa, Giorgio
- In:
International journal of production economics
193
(
2017
),
pp. 222-243
Persistent link: https://www.econbiz.de/10011758344
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