Browsing FGV EESP - Escola de Economia de São Paulo by Title "Replicação de índices de renda fixa em carteiras : caso do IMA-Geral"
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Replicação de índices de renda fixa em carteiras : caso do IMA-Geral
2017-02-10In this study, we discuss the index tracking problem in the context of passive investing strategy for mutual funds. A minimization of tracking error model was created using the variance-covariance matrix and expected return ...


