A methodology for index tracking based on time-series clustering
Authors:
Sergio M. Focardi a;
Frank J. Fabozzi b
| Affiliations: | a The Intertek Group, Paris, France |
| b Yale School of Management, New Haven, CT 06520-8200, USA |
DOI:
10.1080/14697680400008668
Publication Frequency:
8 issues per year
Number of References: 14
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