1Larsen J G A, Resnick B G. Empirical insights on indexing [J]. Journal of Portfolio Management 1998, 25(1). 被引量:1
2Frino A, Gallagher D R. Is index performance achievable? An analysis of Australian equity index funds [J].ABACUS,2002,38(2). 被引量:1
3Frino A, Gallagher D R, Neubert A, Oetomo T N. Index design and implications for index tracking [J]. The Journal of Portfolio Management, 2004, 30(2). 被引量:1
4Konno H Wigayanayake A. Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints [J]. International Journal of Theoretical and Applied Finance 2001, 4(6):939-957. 被引量:1
5Consiglio A, Zenios S A. Integrated simulation and optimization models for tracking international fixed income indices [J]. Mathematical Programming, 2001, 89(2). 被引量:1
6Beasley J E, Meade N, Chang T J. An evolutionary heuristic for the index tracking problem [J]. European Journal of Operational Research, 2003, 148(3). 被引量:1
7Connor G, Leland H. Cash management for index tracking [J]. Financial Analysts Journal, 1995, 51(6):75-80. 被引量:1
8Buckley IRC, Korn R Optimal cash management and transaction costs [J].Intenlational Journal of Applied and Theoretical Finance,1998,1(3). 被引量:1
9Kom R. Some applications of impulse control in mathematical finance[J].Mathematical Methods of Operations Research,1999(3), 50. 被引量:1