Dynamic index tracking and risk exposure control using derivatives (Q4559474)

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scientific article; zbMATH DE number 6988088
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    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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