Minimizing the tracking error of cardinality constrained portfolios (Q1652503): Difference between revisions
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Revision as of 01:51, 20 March 2024
scientific article
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English | Minimizing the tracking error of cardinality constrained portfolios |
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Minimizing the tracking error of cardinality constrained portfolios (English)
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11 July 2018
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portfolio management
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index tracking
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integer quadratic programming
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heuristics
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