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

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

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DOI: 10.1007/S11590-014-0779-X

access: closed

type: Journal Article

metadata version: 2020-07-03

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  dblp key:
  - journals/ol/ValleMB15
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  - 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)

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