A note on the exact replication of a stock index with a multiplier rounding method (Q1808730)

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A note on the exact replication of a stock index with a multiplier rounding method
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    A note on the exact replication of a stock index with a multiplier rounding method (English)
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    25 July 2000
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    multiplier rounding methods
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    full replication of stock indices
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    portfolio selection
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