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

Hani Alfaqeeh2022-05-282022-05-2817498https://drepo.sdl.edu.sa/handle/20.500.14154/35683Index Tracking by Using Cointegration and Tracking Error Variance (TEV) Optimisation Models: An Application to the Shariah-Compliant Stocks in Saudi ArabiaThesis