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~accessRights:"restricted"
~person:"Sant'Anna, Leonardo Riegel"
~subject:"Index number"
~subject:"Stock index"
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Stock index
Aktienindex
5
Portfolio selection
5
Portfolio-Management
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Index tracking
4
Theorie
4
Theory
4
Cointegration
3
Kointegration
3
Index
2
Arbitrage
1
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EWMA control chart
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Enhanced index tracking
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Financial analysis
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Sant'Anna, Leonardo Riegel
Bouri, Elie
6
Hassan, M. Kabir
6
Ni, Pengfei
6
Shaik, Muneer
6
Szerb, László
6
Tiwari, Aviral Kumar
6
Walheer, Barnabé
6
Wohar, Mark E.
6
Alkire, Sabina
5
Caldeira, João F.
5
Fox, Kevin J.
5
Gupta, Rangan
5
Lien, Da-hsiang Donald
5
Lucey, Brian M.
5
Ma, Feng
5
Qiao, Gaoxiu
5
Aboura, Sofiane
4
Aloui, Chaker
4
Balk, Bert M.
4
Barai, Parama
4
Barnett, William A.
4
Bossert, Walter
4
Chang, Bisharat Hussain
4
Diewert, Walter E.
4
Emrouznejad, Ali
4
Filomena, Tiago Pascoal
4
Färe, Rolf
4
Jeribi, Ahmed
4
Kang, Sang Hoon
4
Kerstens, Kristiaan
4
Kurz, Sascha
4
Lau, Chi Keung
4
Lee, Hsiu-chuan
4
Liang, Chao
4
Lu, Xinjie
4
Melser, Daniel
4
Mensi, Walid
4
Mizobuchi, Hideyuki
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Finance research letters
1
International review of economics & finance : IREF
1
Journal of the Operational Research Society
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Risk measure
index
tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
2
Index
tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
Saved in:
3
Lasso-based
index
tracking and statistical arbitrage long-short strategies
Sant'Anna, Leonardo Riegel
;
Caldeira, João F.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012659433
Saved in:
4
Solving the
index
tracking problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel
;
Oliveira, Alan Delgado de
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
Saved in:
5
Investigating the use of statistical process control charts for
index
tracking portfolios
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352
Saved in:
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