A note on the exact replication of a stock index with a multiplier rounding method (Q1808730)
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scientific article; zbMATH DE number 1369718
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| English | A note on the exact replication of a stock index with a multiplier rounding method |
scientific article; zbMATH DE number 1369718 |
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A note on the exact replication of a stock index with a multiplier rounding method (English)
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25 July 2000
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multiplier rounding methods
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full replication of stock indices
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portfolio selection
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0.7150944471359253
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0.7121222615242004
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0.710473358631134
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0.696135938167572
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