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Optimisation of FTSE 100 tracker funds: a comparison of genetic algorithms and quadratic programming

Optimisation of FTSE 100 tracker funds: a comparison of genetic algorithms and quadratic programming
Optimisation of FTSE 100 tracker funds: a comparison of genetic algorithms and quadratic programming
0307-4358
Rafaely, B.
9ebbb11a-73e0-4c6f-95c9-b146d01e5b50
Bennell, Julia A.
38d924bc-c870-4641-9448-1ac8dd663a30
Rafaely, B.
9ebbb11a-73e0-4c6f-95c9-b146d01e5b50
Bennell, Julia A.
38d924bc-c870-4641-9448-1ac8dd663a30

Rafaely, B. and Bennell, Julia A. (2006) Optimisation of FTSE 100 tracker funds: a comparison of genetic algorithms and quadratic programming. Managerial Finance, 32 (6).

Record type: Article

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Published date: 2006
Organisations: Management

Identifiers

Local EPrints ID: 36196
URI: http://eprints.soton.ac.uk/id/eprint/36196
ISSN: 0307-4358
PURE UUID: f07bee07-b253-433d-b00e-5f3c969eed20

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Date deposited: 23 May 2006
Last modified: 08 Jan 2022 12:56

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Contributors

Author: B. Rafaely
Author: Julia A. Bennell

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