"Dynamic Index Tracking via Stochastic Programming."

Patrizia Beraldi et al. (2019)

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DOI: 10.5220/0007573404430450

access: closed

type: Conference or Workshop Paper

metadata version: 2024-02-05

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Patrizia Beraldi, Antonio Violi, Maria Elena Bruni, Gianluca Carrozzino:
Dynamic Index Tracking via Stochastic Programming. ICORES 2019: 443-450

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