10027/13693 Yanli. Cui Yanli. Cui Three essays on asset management: Index tracking, conditional volatility, and switching return momentum. University of Illinois at Chicago 2014 Business Administration, General. 2014-03-18 00:00:00 Thesis https://indigo.uic.edu/articles/thesis/Three_essays_on_asset_management_Index_tracking_conditional_volatility_and_switching_return_momentum_/10901618 Three essays on asset management: Index tracking, conditional volatility, and switching return momentum.