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• W2984115284 abstract "We consider the problem of index tracking whose goal is to construct a portfolio that minimizes the tracking error between the returns of a benchmark index and the tracking portfolio. This problem ..." @default.
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• W2984115284 date "2019-11-18" @default.
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• W2984115284 title "Index tracking through deep latent representation learning" @default.
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• W2984115284 doi "https://doi.org/10.1080/14697688.2019.1683599" @default.
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