JOURNAL OF INTERDISCIPLINARY RESEARCH AD ALTA PASSIVE PORTFOLIO MANAGEMENT BASED ON QUADRATIC INDEX TRACKING MARTIN BOĎA, b MÁRIA KANDEROVÁ

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Date: 2014-07-03 12:38:36 Financial risk Regression analysis Mathematical finance Investment Estimation theory Portfolio optimization Tracking error Sharpe ratio Standard deviation Ordinary least squares Linear regression Hyperbolic absolute risk aversion		JOURNAL OF INTERDISCIPLINARY RESEARCH AD ALTA PASSIVE PORTFOLIO MANAGEMENT BASED ON QUADRATIC INDEX TRACKING MARTIN BOĎA, b MÁRIA KANDEROVÁ Add to Reading List Source URL: www.magnanimitas.cz Download Document from Source Website File Size: 570,66 KB Share Document on Facebook

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