Index tracking: Some techniques and results

WG Hallerbach - Financial Modelling: Recent Research, 1994 - Springer
An index fund is a portfolio designed to mimic the behavior of a stock market index. These
broad stock market indexes are recognized benchmarks for institutional portfolios. Also, the …

Ex ungue leonem

EG McGoun - International Review of Financial Analysis, 1997 - Elsevier
On the occasion of his passing on the editorship of the International Review of Financial
Analysis, this article takes a look at George Frankfurter's past publications, which constitute …