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

Anubha Goel, Amita Sharma, Aparna Mehra (2018)

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DOI: 10.1016/J.CAM.2017.12.015

access: closed

type: Journal Article

metadata version: 2020-02-20

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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)

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