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Clark, Ephraim A., Deshmukh, Nitin ORCID: https://orcid.org/0000-0003-2038-8930, Güran, Celal Barkan and Kassimatis, Konstantinos
(2019)
Index tracking with utility enhanced weighting.
Quantitative Finance, 19
(11)
.
pp. 1893-1904.
ISSN 1469-7688
[Article]
(Published online first)
(doi:10.1080/14697688.2019.1605189)