Vol-1725⫷ Vol-1726 ⫸Vol-1727
urn:nbn:de:0074-1726-0


Vol-1726/paper-02⫷Vol-1726/paper-03⫸Vol-1726/paper-04
Alexey R. FaizlievSergei P. SidorovSergei V. MironovAndrey A. Khomchenko

Empirical Analysis of Index Tracking Error Minimization Algorithms Based on Stochastic Dominance Principle