Search Results for author: Yoonsik Hong

Found 1 papers, 0 papers with code

Index Tracking via Learning to Predict Market Sensitivities

no code implementations2 Sep 2022 Yoonsik Hong, Yanghoon Kim, Jeonghun Kim, Yongmin Choi

A basic strategy to manage an index fund is replicating the index's constituents and weights identically, which is, however, cost-ineffective and impractical.

Cannot find the paper you are looking for? You can Submit a new open access paper.