Nwogugu, 2019 - Google Patents
Decision-Making, Sub-additive Recursive “Matching” Noise and Biases in Risk-Weighted Stock/Bond Commodity Index Calculation Methods in Incomplete Markets …Nwogugu, 2019
- Document ID
- 132380262894104874
- Author
- Nwogugu M
- Publication year
- Publication venue
- Indices, Index Funds And ETFs: Exploring HCI, Nonlinear Risk and Homomorphisms
External Links
Snippet
Risk-adjusted indices, index tracking funds and ETFs have grown in popularity but have many structural and tracking-error problems that raise actionable issues of “suitability” and “fraud” under securities laws. This chapter contributes to the existing literature by (a) …
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