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
Rafaely, B.
9ebbb11a-73e0-4c6f-95c9-b146d01e5b50
Bennell, Julia A.
38d924bc-c870-4641-9448-1ac8dd663a30
2006
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).
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Published date: 2006
Organisations:
Management
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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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Author:
B. Rafaely
Author:
Julia A. Bennell
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