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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

Published in: Quantitative Finance, Volume 4, Issue 4 August 2004 , pages 417 - 425

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

Number of References: 14

Formats available: HTML (English) : PDF (English)

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