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Search: subject:"Index replication"
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Aktienindex
3
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3
Bond index replication
2
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2
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2
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2
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2
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2
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ESMA
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Index-linked bond
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Indexanleihe
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1
asset allocation
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dynamic time warping
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enhanced index replication methods
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exchange-traded funds
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financial indices
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index replication
1
non-negative least squares
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Markov, Iliya
2
Oeuvray, Rodrigue
2
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1
Kim, Soong
1
Korzeń, Kamil
1
Millet, François
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Tuchschmid, Nils
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Financial Markets and Portfolio Management
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ECONIS (ZBW)
4
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1
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
Saved in:
2
Enhanced
index
replication
based on smart beta and tail-risk asset allocation
Korzeń, Kamil
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816699
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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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