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"Integrated simulation and optimization models for tracking international ..."

Andrea Consiglio, Stavros A. Zenios (2001)

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DOI: 10.1007/PL00011401

access: closed

type: Journal Article

metadata version: 2017-06-08

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Andrea Consiglio, Stavros A. Zenios:
Integrated simulation and optimization models for tracking international fixed income indices. Math. Program. 89(2): 311-339 (2001)

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