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Dynamic Index Tracking and Risk Exposure Control Using Derivatives.

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Bibliographic Details
Title: Dynamic Index Tracking and Risk Exposure Control Using Derivatives.
Authors: Leung, Tim1 timleung@uw.edu, Ward, Brian2
Source: Applied Mathematical Finance. Apr2018, Vol. 25 Issue 2, p180-212. 33p.
Database: Mathematics Source
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ISSN:1350486X
DOI:10.1080/1350486X.2018.1507750