Three essays on asset management: Index tracking, conditional volatility, and switching return momentum.
Yanli. Cui
10027/13693
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.
2014-03-18 00:00:00
Business Administration, General.