"Index tracking and enhanced indexing using mixed conditional value-at-risk."

Anubha Goel, Amita Sharma, Aparna Mehra (2018)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2017.12.015

access: closed

type: Journal Article

metadata version: 2020-02-20

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/GoelSM18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/GoelSM18
Anubha Goel, Amita Sharma, Aparna Mehra:
Index tracking and enhanced indexing using mixed conditional value-at-risk. J. Comput. Appl. Math. 335: 361-380 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.