Optimisation of FTSE 100 tracker funds: A comparison of genetic algorithms and quadratic programming
| Year of publication: |
2006
|
|---|---|
| Authors: | Rafaely, B. ; Bennell, J.A. |
| Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 32.2006, 6, p. 477-492
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