Optimal construction and rebalancing of index-tracking portfolios (Q1694362)
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scientific article; zbMATH DE number 6833477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal construction and rebalancing of index-tracking portfolios |
scientific article; zbMATH DE number 6833477 |
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Optimal construction and rebalancing of index-tracking portfolios (English)
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1 February 2018
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finance
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index tracking
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rebalancing
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mixed-integer linear programming
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