On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking

Article

Abstract: In this paper, we propose a new methology for Index Tracking (IT) by means of cointegration which pr

Palabras claves:

Cointegration, Enhanced indexation, Fund management, Genetic Algorithms, Tracking portfolios

Autores:

Acosta-González E., Fernández-Rodríguez F., Reinaldo Armas-Herrera

Fuentes:

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