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Optimization Methods for Financial Index Tracking - Konstantinos Benidis - Bog

- From Theory to Practice

Bag om Optimization Methods for Financial Index Tracking

Provides an in-depth overview of the index tracking problem and analyses all the caveats and practical issues an investor might have. Additionally, it provides a unified framework for a large variety of sparse index tracking formulations.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781680834642
  • Indbinding:
  • Paperback
  • Sideantal:
  • 122
  • Udgivet:
  • 7. juni 2018
  • Størrelse:
  • 156x234x0 mm.
  • Vægt:
  • 183 g.
  • 8-11 hverdage.
  • 3. december 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Optimization Methods for Financial Index Tracking

Provides an in-depth overview of the index tracking problem and analyses all the caveats and practical issues an investor might have. Additionally, it provides a unified framework for a large variety of sparse index tracking formulations.

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