Search Results for author:
Found 1 papers, 0 papers with code
Straightening skewed markets with an index tracking optimizationless portfolio
Then, assuming that the returns follow skew geometric Brownian motions and that they are correlated, we describe some statistical properties for the \emph{ex-post}, the \emph{ex-ante} tracking errors, and the forecasted tracking portfolio.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
