Solving the index tracking problem: a continuous optimization approach (Q2673302)
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scientific article; zbMATH DE number 7538893
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| English | Solving the index tracking problem: a continuous optimization approach |
scientific article; zbMATH DE number 7538893 |
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Solving the index tracking problem: a continuous optimization approach (English)
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9 June 2022
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index tracking problem
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cardinality constraints
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transaction costs
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mixed integer linear program
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DC program
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DCA
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