A two-stage approach to the UCITS-constrained...

Computers & Operations Research 2018 / 10

A two-stage approach to the UCITS-constrained index-tracking problem

Strub, O., Trautmann, N.
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Language:
english
Journal:
Computers & Operations Research
DOI:
10.1016/j.cor.2018.10.002
Date:
October, 2018
File:
PDF, 1.03 MB
english, 2018
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