On a local-search heuristic for a class of tracking error minimization problems in portfolio management (Q702711)

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On a local-search heuristic for a class of tracking error minimization problems in portfolio management
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    On a local-search heuristic for a class of tracking error minimization problems in portfolio management (English)
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    17 January 2005
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    Portfolio optimization
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    tracking error problem
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    investment guidelines
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    multi-factor return model
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    transaction costs
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    meta-heuristics
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    simulated annealing
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