Index Tracking by Using Cointegration and Tracking Error Variance (TEV) Optimisation Models: An Application to the Shariah-Compliant Stocks in Saudi Arabia

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Saudi Digital Library

Abstract

Description

Keywords

Citation

URI

https://drepo.sdl.edu.sa/handle/20.500.14154/35683

Collections

SACM - United Kingdom

Endorsement

Review

Supplemented By

Referenced By

Copyright owned by the Saudi Digital Library (SDL) © 2025