ETF Tracking Error Minimization using R code
This post explains how to construct ETF tracking error (TE) minimization and introduce R packages which perform (sparse) index tracking. ETF (Exchange Traded Fund) is a traded fund listed on the exchange. ETF tries to mimic or follow a target benchm... The post ETF Tracking Error Minimization using R code first appeared on R-bloggers.
http://dlvr.it/S31LG1
http://dlvr.it/S31LG1

تعليقات
إرسال تعليق