Constraining market capitalization weighted indices to reduce downside risk

Additional Metadata
Keywords	Market capitalization index; downside risk; constraints
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/59428
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Kasbergen, M. (2021, September 8). Constraining market capitalization weighted indices to reduce downside risk. Econometrie. Retrieved from http://hdl.handle.net/2105/59428

Publication