"An optimisation approach to constructing an exchange-traded fund."

Cristiano Arbex Valle, Nigel Meade, John E. Beasley (2015)

> Home

Details and statistics

DOI: 10.1007/S11590-014-0779-X

access: closed

type: Journal Article

metadata version: 2020-07-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ol/ValleMB15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ol/ValleMB15
Cristiano Arbex Valle, Nigel Meade, John E. Beasley:
An optimisation approach to constructing an exchange-traded fund. Optim. Lett. 9(4): 635-661 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.