Mean-risk optimization for index tracking | Tokyo Tech Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	Mean-risk optimization for index tracking

Author

Japanese:	中野張.
English:	Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:	Statistics and Decisions

Volume, Number, Page

Vol. 24 pp. 189-207

Published date

2006

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

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