Investigating the use of statistical process control charts for index tracking portfolios.

Autor: Riegel Sant'Anna, Leonardo1 (AUTHOR) leonardo.santanna@ufrgs.br, Pascoal Filomena, Tiago2 (AUTHOR), Frois Caldeira, João1 (AUTHOR), Borenstein, Denis2 (AUTHOR)
Zdroj: Journal of the Operational Research Society. Oct2019, Vol. 70 Issue 10, p1622-1638. 17p.
Databáze: Business Source Ultimate