Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942): Difference between revisions

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Latest revision as of 12:33, 15 July 2024

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Index tracking and enhanced indexing using mixed conditional value-at-risk
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    Index tracking and enhanced indexing using mixed conditional value-at-risk (English)
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    16 April 2018
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    index tracking
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    enhanced indexing
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    mixed CVaR
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    STARR ratio
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    deviation measure
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