<?xml version="1.0" encoding="US-ASCII"?>
<dblp>
<article key="journals/eor/StrubB18" mdate="2020-02-21">
<author orcid="0000-0003-2938-6376">Oliver Strub</author>
<author orcid="0000-0002-3286-4474">Philipp Baumann</author>
<title>Optimal construction and rebalancing of index-tracking portfolios.</title>
<pages>370-387</pages>
<year>2018</year>
<volume>264</volume>
<journal>Eur. J. Oper. Res.</journal>
<number>1</number>
<ee>https://doi.org/10.1016/j.ejor.2017.06.055</ee>
<url>db/journals/eor/eor264.html#StrubB18</url>
</article></dblp>
