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"Construction of Risk-Averse Enhanced Index Funds."

Miguel A. Lejeune, Gülay Samatli-Paç (2013)

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DOI: 10.1287/IJOC.1120.0533

access: closed

type: Journal Article

metadata version: 2020-03-15

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Miguel A. Lejeune, Gülay Samatli-Paç:
Construction of Risk-Averse Enhanced Index Funds. INFORMS J. Comput. 25(4): 701-719 (2013)

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