Tracking error: a multistage portfolio model (Q1026537)
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scientific article; zbMATH DE number 5570687
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| English | Tracking error: a multistage portfolio model |
scientific article; zbMATH DE number 5570687 |
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Tracking error: a multistage portfolio model (English)
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25 June 2009
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tracking error
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dynamic portfolio
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stochastic programming
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