Myopic robust index tracking with Bregman divergence (Q5068089)

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scientific article; zbMATH DE number 7503263
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Myopic robust index tracking with Bregman divergence
scientific article; zbMATH DE number 7503263

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    Myopic robust index tracking with Bregman divergence (English)
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    5 April 2022
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    index tracking
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    robust index tracking
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    Bregman divergence
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    Kullback-Leibler divergence
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