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Optimal portfolio selection and dynamic benchmark tracking

✍ Scribed by Alexei A. Gaivoronski; Sergiy Krylov; Nico van der Wijst

Book ID: 108116765
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 426 KB
Volume: 163
Category: Article
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2003.12.001

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