Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942)
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scientific article; zbMATH DE number 6860298
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Index tracking and enhanced indexing using mixed conditional value-at-risk |
scientific article; zbMATH DE number 6860298 |
Statements
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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0.8265895247459412
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0.7844536304473877
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0.7827521562576294
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0.7819057106971741
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0.7760206460952759
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