Tracking error: a multistage portfolio model
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Publication:1026537
DOI10.1007/s10479-007-0308-8zbMath1163.91378MaRDI QIDQ1026537
Publication date: 25 June 2009
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-007-0308-8
90C15: Stochastic programming
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