Equity indexing: Optimize your passive investments

Carol Alexander and Anca Dimitriu

Quantitative Finance, 2004, vol. 4, issue 3, 30-33

Abstract: Carol Alexander and Anca Dimitriu discuss two strategies for enhanced index tracking designed to best suit a passive investment framework.

Date: 2004
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DOI: 10.1088/1469-7688/4/3/F01

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