Optimal Benchmark Tracking with Small Portfolios

Optimal Benchmark Tracking with Small Portfolios

Jansen, Roel, van Dijk, Ronald
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Volume:
28
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2002.319830
Date:
January, 2002
File:
PDF, 79 KB
english, 2002
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