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"Index tracking with controlled number of assets using a hybrid heuristic ..."
Leonardo Riegel Sant'Anna et al. (2017)
- Leonardo Riegel Sant'Anna
, Tiago Pascoal Filomena, Pablo Cristini Guedes
, Denis Borenstein
:
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. Ann. Oper. Res. 258(2): 849-867 (2017)
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