The index tracking problem - by Elias Raymond Daou

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dc.contributor.authorDaou, Elias Raymond
dc.contributor.departmentEngineering Management Program
dc.contributor.facultyFaculty of Engineering and Architecture
dc.contributor.institutionAmerican University of Beirut
dc.date2005
dc.date.accessioned2012-06-13T07:08:52Z
dc.date.available2012-06-13T07:08:52Z
dc.date.issued2005
dc.descriptionProject (M.E.M.)--American University of Beirut, Engineering Management Program, 2005.
dc.descriptionBibliography: leaves 60-63.
dc.description.abstractThe 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
dc.format.extentxi, 63 leaves : ill. 30 cm.
dc.identifier.urihttp://hdl.handle.net/10938/6886
dc.language.isoen
dc.relation.ispartofTheses, Dissertations, and Projects
dc.subject.classificationEPj:001292 AUBNO
dc.subject.lcshGenetic algorithms
dc.subject.lcshInvestments -- Mathematical models
dc.titleThe index tracking problem - by Elias Raymond Daou
dc.typeProject

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