A hybrid optimization approach to index tracking (Q1026552)

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A hybrid optimization approach to index tracking
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    title
    A hybrid optimization approach to index tracking (English)
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    author
    Rubén Ruiz-Torrubiano
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    Alberto Suárez
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    publication date
    25 June 2009
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    Mathematics Subject Classification ID
    91B28
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    68P10
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    90C20
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    zbMATH DE Number
    5570696
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    zbMATH Keywords
    data mining
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    financial modeling
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    asset management
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