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  • Search: subject:"Index replication"
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Year of publication
Subject
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Aktienindex 3 Stock index 3 Bond index replication 2 Derivatives 2 Optimization 2 Portfolio selection 2 Portfolio-Management 2 Theorie 2 Theory 2 Tracking error 2 Anleihe 1 Beta risk 1 Betafaktor 1 Bond 1 Correlation 1 Deep autoencoder 1 Deep learning 1 Derivat 1 Derivative 1 ESMA 1 ETF 1 ICITS ETF 1 Index 1 Index derivative 1 Index number 1 Index replication 1 Index tracking 1 Index-linked bond 1 Indexanleihe 1 Indexderivat 1 Korrelation 1 Stacked autoencoder 1 Swap 1 asset allocation 1 dynamic time warping 1 enhanced index replication methods 1 exchange-traded funds 1 financial indices 1 index replication 1 non-negative least squares 1
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Online availability
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Undetermined 2 Free 1
Type of publication
All
Article 4 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 4 Undetermined 1
Author
All
Markov, Iliya 2 Oeuvray, Rodrigue 2 Kim, Saejoon 1 Kim, Soong 1 Korzeń, Kamil 1 Millet, François 1 Tuchschmid, Nils 1 Tuchschmid, Nils S. 1 Ślepaczuk, Robert 1
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Published in...
All
Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1 Journal of securities operations & custody 1 Quantitative finance 1 Working papers 1
Source
All
ECONIS (ZBW) 4 RePEc 1
Showing 1 - 5 of 5
Cover Image
Index tracking through deep latent representation learning
Kim, Saejoon; Kim, Soong - In: Quantitative finance 20 (2020) 4, pp. 639-652
Persistent link: https://www.econbiz.de/10012194911
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Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816699
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Cover Image
ESMA earns strong credentials thanks to its convincing approach concerning ETF regulation
Millet, François - In: Journal of securities operations & custody 6 (2013) 1, pp. 10-15
Persistent link: https://www.econbiz.de/10010202482
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Cover Image
Non-fully invested derivative-free bond index replication
Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils S. - In: Financial markets and portfolio management 27 (2013) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10009720944
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Cover Image
Non-fully invested derivative-free bond index replication
Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils - In: Financial Markets and Portfolio Management 27 (2013) 1, pp. 101-124
approach to bond index replication. Copyright Swiss Society for Financial Market Research 2013 …
Persistent link: https://www.econbiz.de/10010987748
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