# Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection

> Research article (The Quarterly Review of Economics and Finance, 2016) · cited 31× · AI/ML

**Wikidata**: [openalex:W2516215548](https://www.wikidata.org/wiki/openalex:W2516215548)  
**Source**: https://4ort.xyz/entity/index-tracking-and-enhanced-indexing-using-cointegration-and-correlation-with-endogenous-portfolio-selection