Factor based index tracking / Francesco Conelli, Massimiliano Marcellino.
Material type: ArticleLanguage: English Subject(s): In: Journal of Banking and Finance Elsevier Science B.V Vol. 30, No. 8 (August 2006). , p. 2215-2233.Holdings: Vol. 30, No. 8 (August 2006). , p. 2215-2233.
Notas al pie del texto.
Bibliografía : p. 2232-2233.
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