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"Investigating the use of statistical process control charts for index ..."

Leonardo Riegel Sant'Anna et al. (2019)

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DOI: 10.1080/01605682.2018.1495887

access: closed

type: Journal Article

metadata version: 2022-02-03

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Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, João Frois Caldeira, Denis Borenstein:
Investigating the use of statistical process control charts for index tracking portfolios. J. Oper. Res. Soc. 70(10): 1622-1638 (2019)

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