Variance Minimizing Strategies for Stochastic Processes with Applications to Tracking Stock Indices

SSRN Electronic Journal ◽

10.2139/ssrn.2738338 ◽

2016 ◽

Author(s):

David B. Colwell ◽

Nadima El-Hassan ◽

Oh Kang Kwon

Keyword(s):

Stochastic Processes ◽

Stock Indices ◽

Tracking Stock

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Variance minimizing strategies for stochastic processes with applications to tracking stock indices

International Review of Finance ◽

10.1111/irfi.12285 ◽

2019 ◽

Author(s):

David B. Colwell ◽

Nadima El‐Hassan ◽

Oh Kang Kwon

Keyword(s):

Stochastic Processes ◽

Stock Indices ◽

Tracking Stock

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Statistical Analysis of Stochastic Processes in Time

10.1017/cbo9780511617164 ◽

2004 ◽

Cited By ~ 33

Author(s):

J. K. Lindsey

Keyword(s):

Statistical Analysis ◽

Stochastic Processes

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Stochastic Processes in Demography and Applications

Population Studies ◽

10.1080/0032472031000146086 ◽

1992 ◽

Vol 46 (1) ◽

pp. 172-173

Author(s):

S. Mitra

Keyword(s):

Stochastic Processes

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Distribution-free statistical hypotheses testing for stochastic processes

Optimization ◽

10.1080/02331937408842222 ◽

1974 ◽

Vol 5 (7) ◽

pp. 643-656

Author(s):

R. Ahmad

Keyword(s):

Stochastic Processes ◽

Hypotheses Testing ◽

Distribution Free ◽

Statistical Hypotheses ◽

Statistical Hypotheses Testing

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CRITICAL STOPPING TIMES AND SEMIMARTINGALESOF STOCHASTIC PROCESSES

Acta Mathematica Scientia ◽

10.1016/s0252-9602(17)30702-6 ◽

1994 ◽

Vol 14 (2) ◽

pp. 167-173

Author(s):

Bijin Hu

Keyword(s):

Stochastic Processes ◽

Stopping Times

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Diversification and the Value of Internal Capital Markets: The Case of Tracking Stock

CFA Digest ◽

10.2469/dig.v31.n2.856 ◽

2001 ◽

Vol 31 (2) ◽

pp. 14-15

Author(s):

Stephen M. Horan

Keyword(s):

Capital Markets ◽

Internal Capital Markets ◽

Internal Capital ◽

Tracking Stock

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Recursive parameter identification for nonlinear stochastic processes

10.2514/6.1980-242 ◽

1980 ◽

Author(s):

M. WAGDI

Keyword(s):

Parameter Identification ◽

Stochastic Processes

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Stochastic processes and applications in biology and medicine I

10.1007/978-3-642-80750-3 ◽

1973 ◽

Cited By ~ 14

Author(s):

M. Iosifescu ◽

P. Tăutu

Keyword(s):

Stochastic Processes

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Stochastic processes

Physics Subject Headings (PhySH) ◽

10.29172/860c01ce-5b2c-4bd5-9148-88f0b1d585e2 ◽

2018 ◽

Keyword(s):

Stochastic Processes

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Stochastic processes & statistics

Physics Subject Headings (PhySH) ◽

10.29172/e19e8fa3-f61f-41e2-bfa4-167c78cd06e9 ◽

2018 ◽

Keyword(s):

Stochastic Processes

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