On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking (Q4683045)
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scientific article; zbMATH DE number 6939249
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| English | On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking |
scientific article; zbMATH DE number 6939249 |
Statements
On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking (English)
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19 September 2018
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tracking portfolios
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enhanced indexation
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cointegration
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genetic algorithms
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fund management
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0.7241883873939514
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0.7177757024765015
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0.7118656635284424
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0.7074710130691528
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