"A linear risk-return model for enhanced indexation in portfolio optimization."

Renato Bruni et al. (2015)

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DOI: 10.1007/S00291-014-0383-6

access: closed

type: Journal Article

metadata version: 2020-03-06

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Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella:
A linear risk-return model for enhanced indexation in portfolio optimization. OR Spectr. 37(3): 735-759 (2015)

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