Click here for immediate access to the latest key research articles

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: Quantitative Finance, Volume 1, Issue 3 March 2001 , pages 361 - 371

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Designing proxies for stock market indices is computationally hard^*'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.