Index tracking by means of optimised sampling

C.A.G.M. van Montfort, E. Visser, L.M. Fijn Van Draat

    Research output: Contribution to JournalArticleAcademicpeer-review

    Original languageEnglish
    Pages (from-to)143-151
    JournalThe Journal of Portfolio Management
    Volume34
    Issue number2
    DOIs
    Publication statusPublished - 2008

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