informaworld logo
HOME . ABOUT US . CONTACT US 		HELP . PUBLISH WITH US . LIBRARIANS 
ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 1 Issue 3       Subscribe       Article       Related articles      
Publisher Logo Publication Cover
Search within this journal

Designing proxies for stock market indices is computationally hard* 

Authors: M-Y. Kao a; S. R. Tate b
Affiliations:   a Department of Computer Science, Yale University, New Haven, CT 06520, USA.
b Department of Computer Science, University of North Texas, Denton, TX 76203, USA.
DOI: 10.1080/713665725
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 1, Issue 3 March 2001 , pages 361 - 371
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions

Sorry there were no related articles for 'Designing proxies for stock market indices is computationally hard*'.

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc