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