Fillable Fill Online - ETF - Deutsche Bank

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Quantitative Research Global Equity Derivatives Strategy Europe 26 March 2009 Global Markets Research Benchmark Tracking Strategies On Optimal Tracking The challenge of tracking a benchmark Optimal benchmark tracking is a challenge that many institutional investors face. Common benchmarks such as MSCI World or MSCI Europe have illiquid futures, so fund managers are forced to reconstruct their benchmark using a...
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