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Journal: Risks, 2024
Volume: 12
Number: 155
Article:
Modifying Sequential Monte Carlo Optimisation for Index Tracking to Allow for Transaction Costs
Authors:
by
Leila Hamilton-Russell, Thomas Malan O’Callaghan, Dmitrii Savin and Erik Schlögl
Link:
https://www.mdpi.com/2227-9091/12/10/155
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