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A linear model for tracking error minimization
Institution:1. College of Economics, Business and Accounting, University of Sao Paulo, Av. Prof. Luciano Gualberto, 908, São Paulo (SP) 05508-900, Brazil;2. Department of Telecommunications Engineering and Control, University of Sao Paulo, Av. Prof. Luciano Gualberto, 158, São Paulo (SP) 05508-900, Brazil;1. Nova School of Business and Economics, Rua Holanda 1, Carcavelos 2775-405, Portugal;2. Federal Reserve Bank of New York, 33 Liberty Street, New York, NY 10045, USA;3. Department of Finance, Tilburg School of Economics and Management, LE Tilburg 5000, the Netherlands;4. Department of Finance, Rotterdam School of Management, Erasmus University, DR Rotterdam 3000, the Netherlands;1. St. John''s University, Queens, NY, United States;2. Marshall Management Services, Long Island, NY, United States
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