Algorithms for index tracking

Kwiatkowski, J
Edinburgh Univ. (United Kingdom). Centre for Financial Markets Research

Publication date

January 1990

Abstract

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.10705(EU-CFMR-WP--90-1) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

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Algorithms for index tracking

Abstract

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Algorithms for index tracking

Abstract

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