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Risks2024, 12(10), 155;https://doi.org/10.3390/risks12100155

Journal: RisksVolume: 12Number: 155

Article: Modifying Sequential Monte Carlo Optimisation for Index Tracking to Allow for Transaction Costs

Authors:
Leila Hamilton-Russell¹,
Thomas Malan O’Callaghan¹ and
Erik Schlögl^1,3,4,*
et al.

Link: https://www.mdpi.com/2227-9091/12/10/155

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