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Article Information:

Title:

Optimisation of FTSE 100 tracker funds: A comparison of genetic algorithms and quadratic programming

Author(s):

B. Rafaely, J.A. Bennell

Journal:

Managerial Finance

ISSN:

0307-4358

Year:

2006

Volume:

32

Issue:

6

Page:

477 - 492

DOI:

10.1108/03074350610666210

Publisher:

Emerald Group Publishing Limited

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