Optimal construction and rebalancing of index-tracking portfolios

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Publication:1694362

DOI10.1016/j.ejor.2017.06.055zbMath1380.91127OpenAlexW2729805127MaRDI QIDQ1694362

Peng Zhang

Publication date: 1 February 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2017.06.055




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