C. A. Valle, Nigel Meade, John E. Beasley. An optimisation approach to constructing an exchange-traded fund. Optimization Letters, 9(4):635-661, 2015. [doi]
@article{ValleMB15,
title = {An optimisation approach to constructing an exchange-traded fund},
author = {C. A. Valle and Nigel Meade and John E. Beasley},
year = {2015},
doi = {10.1007/s11590-014-0779-x},
url = {http://dx.doi.org/10.1007/s11590-014-0779-x},
researchr = {https://researchr.org/publication/ValleMB15},
cites = {0},
citedby = {0},
journal = {Optimization Letters},
volume = {9},
number = {4},
pages = {635-661},
}