"Research on Index Portfolio Optimized Replication Model Based on Liquidity ..."

Hong Liu, Xiao Zhao (2011)

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DOI: 10.1109/ICDMA.2011.241

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type: Conference or Workshop Paper

metadata version: 2023-03-23

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Hong Liu, Xiao Zhao:
Research on Index Portfolio Optimized Replication Model Based on Liquidity Penalty Factor. ICDMA 2011: 972-975

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