A Stochastic Receding Horizon Control Approach to Constrained Index Tracking
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 15 (2008)
Issue (Month): 1 (March)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Computational methods; Constraints; Index tracking; Receding horizon control; Stochastic control;
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