Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474)
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scientific article; zbMATH DE number 6988088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Index Tracking and Risk Exposure Control Using Derivatives |
scientific article; zbMATH DE number 6988088 |
Statements
Dynamic Index Tracking and Risk Exposure Control Using Derivatives (English)
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3 December 2018
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slippage
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index tracking
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exposure control
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realized covariance
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derivatives trading
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