Dynamic index tracking and risk exposure control using derivatives (Q4559474)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic index tracking and risk exposure control using derivatives |
scientific article; zbMATH DE number 6988088
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
3 December 2018
0 references
slippage
0 references
index tracking
0 references
exposure control
0 references
realized covariance
0 references
derivatives trading
0 references
0 references
0.7324151992797852
0 references
0.7250120639801025
0 references
0.7170872688293457
0 references
0.7132965922355652
0 references