[PDF][PDF] Optimal ETF selection for passive investing
This paper considers the problem of isolating a small number of exchange traded funds
(ETFs) that suffice to capture the fundamental dimensions of variation in US financial …
(ETFs) that suffice to capture the fundamental dimensions of variation in US financial …
[BOOK][B] Regularization in econometrics and finance
DW Puelz - 2018 - search.proquest.com
This dissertation develops regularization methods for use in finance and econometrics
problems. The key methodology introduced is utility-based selection (UBS)--a procedure for …
problems. The key methodology introduced is utility-based selection (UBS)--a procedure for …
[PDF][PDF] by David Walker Puelz
DW Puelz - davidpuelz.com
Practical investing requires balancing portfolio optimality and simplicity. In other words,
investors desire well-performing portfolios that are easy to manage, and this preference is …
investors desire well-performing portfolios that are easy to manage, and this preference is …
Essays on Derivatives Pricing in Incomplete Markets
J Gerer - 2016 - epub.uni-regensburg.de
This dissertation comprises four essays on the topic of derivatives pricing in incomplete
markets, accompanied by an application of the proposed methods to so-called sandbox …
markets, accompanied by an application of the proposed methods to so-called sandbox …
[CITATION][C] Performance persistence in emerging market equity mutual funds.
J Tanke, JE Ligterink
[CITATION][C] Análise da Eficiência na Precificação de Exchange-Traded Funds Brasileiros
NMRPF Conde, G Fortunato
[CITATION][C] ETF in Italia: un'alternativa ai fondi comuni? E-book
G Candita - 2006 - Editrice le fonti