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

dc.contributor.author	Hani Alfaqeeh
dc.date	2011
dc.date	2013-10-17 21:04:24.223
dc.date.accessioned	2022-05-28T16:34:45Z
dc.date.available	2022-05-28T16:34:45Z
dc.degree.department	MSc
dc.identifier.other	17498
dc.identifier.uri	https://drepo.sdl.edu.sa/handle/20.500.14154/35683
dc.publisher	Saudi Digital Library
dc.title	Index Tracking by Using Cointegration and Tracking Error Variance (TEV) Optimisation Models: An Application to the Shariah-Compliant Stocks in Saudi Arabia
dc.type	Thesis
sdl.thesis.level	Master
sdl.thesis.source	SACM - United Kingdom

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