On a Local-Search Heuristic for a Class of Tracking Error Minimization Problems in Portfolio Management
| Year of publication: |
2004
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|---|---|
| Authors: | Derigs, Ulrich ; Nickel, Nils-H. |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 131.2004, p. 45-78
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