Solving the index tracking problem based on a convex reformulation for cointegration
| Autor: | Sant'Anna, Leonardo Riegel, de Oliveira, Alan Delgado, Filomena, Tiago Pascoal, Caldeira, João Frois |
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| Zdroj: | In Finance Research Letters November 2020 37 |
| Databáze: | ScienceDirect |
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