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Optimization Methods for Financial Index Tracking : From Theory to Practice, Paperback by Benidis, Konstantinos; Feng, Yiyong; Palomar, Daniel P., ISBN 1680834649, ISBN-13 9781680834642, Brand New, Free P&P in the UK Provides an in-depth overview of the index tracking problem and analyses all the caveats and practical issues an investor might have. Additionally, it provides a unified framework for a large variety of sparse index tracking formulations.
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