Minimizing the tracking error of cardinality constrained portfolios (Q1652503): Difference between revisions

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Revision as of 01:51, 20 March 2024

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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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