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Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques Journal article
JOURNAL OF FORECASTING, 2017,Volume: 36,Issue: 8,Page: 974-988
Authors:  Karathanasopoulos, Andreas;  Mitra, Sovan;  Skindilias, Konstantinos;  Lo, Chia Chun
Favorite  |  View/Download:16/0  |  Submit date:2018/10/30
particle swarm optimization  radial basis function  confirmation filters  FTSE 100  DAX 30day trading  
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Chu,Patrick Kuok Kun
Favorite  |  View/Download:1/0  |  Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs) Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 309-315
Authors:  Patrick Kuok-Kun Chu
Favorite  |  View/Download:4/0  |  Submit date:2019/11/11
Traded Funds (Etfs)  Fund Expense Ratio  Fund Size  Tracking Error  
Study on the tracking errors and their determinants: Evidence from Hong Kong exchange traded funds Journal article
Applied Financial Economics, 2011,Volume: 21,Issue: 5,Page: 309
Authors:  Chu P.K.-K.
Favorite  |  View/Download:4/0  |  Submit date:2018/10/30