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"Minimizing the tracking error of cardinality constrained portfolios."

Purity Mutunge, Dag Haugland (2018)

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DOI: 10.1016/J.COR.2017.09.002

access: closed

type: Journal Article

metadata version: 2020-09-05

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Purity Mutunge, Dag Haugland:
Minimizing the tracking error of cardinality constrained portfolios. Comput. Oper. Res. 90: 33-41 (2018)

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