The index tracking problem - by Elias Raymond Daou
Abstract
The index tracking problem is a passive form of fund management. The basic conce pt of index tracking is to follow or replicate the performance of a specified in dex in terms of returns. This thesis is mainly concerned with the index tracking problem as f
Description
Project (M.E.M.)--American University of Beirut, Engineering Management Program, 2005.
Bibliography: leaves 60-63.
Bibliography: leaves 60-63.