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Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities

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2005LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications56 cited
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1999Portfolio optimization via stochastic programming: Methods of output analysis44 cited
2008Tracking error: a multistage portfolio model41 cited
2001MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS

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