"Quantile regression for index tracking and enhanced indexation."

H. Mezali, John E. Beasley (2013)

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DOI: 10.1057/JORS.2012.186

access: closed

type: Journal Article

metadata version: 2020-08-24

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H. Mezali, John E. Beasley:
Quantile regression for index tracking and enhanced indexation. J. Oper. Res. Soc. 64(11): 1676-1692 (2013)

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