Bicriteria Optimization Problem of Designing an Index Fund (Q4849319)
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scientific article; zbMATH DE number 800682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bicriteria Optimization Problem of Designing an Index Fund |
scientific article; zbMATH DE number 800682 |
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Bicriteria Optimization Problem of Designing an Index Fund (English)
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5 March 1996
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market portfolio
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asset allocation of the Markowitz type
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index fund
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bicriteria optimization
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