Open AccessTHE EXTREME WEIGHTS IN THE INDEX PORTFOLIO OF CONSTANT-PROPORTION STRATEGIES
Author(s) -
Yury F. Kasimov,
Marcel I. Timerbaev
Publication year - 2018
Publication title -
naučnyj vestnik mgtu ga
Language(s) - English
Resource type - Journals
eISSN - 2542-0119
pISSN - 2079-0619
DOI - 10.26467/2079-0619-2018-21-2-71-82
Subject(s) - index (typography) , portfolio , investment (military) , constant (computer programming) , economics , bond , investment strategy , index fund , business , econometrics , monetary economics , actuarial science , financial economics , finance , open end fund , institutional investor , computer science , corporate governance , politics , world wide web , political science , market liquidity , law , programming language