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scientific article; zbMATH DE number 5879523
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scientific article; zbMATH DE number 5879523

    Statements

    author
    Tomoyuki Koshizuka
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    Hiroshi Konno
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    Rei Yamamoto
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    publication date
    18 April 2011
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    zbMATH DE Number
    5879523
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    zbMATH Keywords
    enhanced index approach
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    index-plus-alpha portfolio
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    tracking error
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    correlation coefficient
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    convex minimization problem
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