An index tracking model with stratified sampling and optimal allocation (Q4627146)

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scientific article; zbMATH DE number 7033586
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An index tracking model with stratified sampling and optimal allocation
scientific article; zbMATH DE number 7033586

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    An index tracking model with stratified sampling and optimal allocation (English)
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    7 March 2019
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    index tracking
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    out-of-sample performance
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    stratified sampling
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    stratified hybrid genetic algorithm
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    s-rar crossover
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