Recent content by wasp

Is there any research work in this field where in the line of optimum portfolio management theory..there is an optimum portfolio which will follow the index most accurately? I think there should be some research work in the field of variance minimization..where the variance of the index tracking...

what i mean is that in few emerging markets all the stocks are not available for trading in futures segment. That is why if i take position in index i cant take reverse position in all the stocks constituting the index ( due to the unavailability of few of them in futures segment) .This creates...

I am arbitraging between index and the stocks which constitutes the index. whenever i find that index futures is over/underpriced..i short/long the future and take the reverse position in the stocks constituting the index .But since all the stocks constituting the index are not available in...