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Fast Methods for the Index Tracking Problem

Dag Haugland. Fast Methods for the Index Tracking Problem. In Natalia Kliewer, Jan Fabian Ehmke, Ralf Borndörfer, editors, Operations Research Proceedings 2017, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Freie Universiät Berlin, Germany, September 6-8, 2017. Operations Research Proceedings, pages 277-283, Springer, 2017. [doi]

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