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Volumn 23, Issue 1, 1999, Pages 85-103

A linear model for tracking error minimization

Author keywords

C63; G11; MAD; Mean absolute deviation model; MinMax model; Quadratic tracking error; Tracking error

Indexed keywords


EID: 0013154552     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00076-4     Document Type: Article
Times cited : (142)

References (12)
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    • A linear programming approximation for the general portfolio analysis problem
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  • 12
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    • Linear programming models for portfolio optimization
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.