Konstantinos Benidis Yiyong Feng Daniel P. Palomar
An in-depth overview of the index tracking problem analyzing all the caveats and practical issues an investor might have, such as the frequent rebalancing of weights, the changes in the index composition, the transaction costs, etc.
An in-depth overview of the index tracking problem analyzing all the caveats and practical issues an investor might have, such as the frequent rebalan...
