"Tracking a Financial Benchmark Using a Few Assets."

David D. Yao, Shuzhong Zhang, Xun Yu Zhou (2006)

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DOI: 10.1287/OPRE.1050.0260

access: closed

type: Journal Article

metadata version: 2020-03-31

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David D. Yao, Shuzhong Zhang, Xun Yu Zhou:
Tracking a Financial Benchmark Using a Few Assets. Oper. Res. 54(2): 232-246 (2006)

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