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### Appropriate time-lag for financial correlation analysis and how to address different currency exchange rate dates for dep. and indep. variables?

Quick introduction I am supposed to use a multiple linear regression model to determine the correlation between the market capitalization of a subset of european companies (primarily in Switzerland, ...
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### Mixed-integer programming approach for index tracking

Suppose you currently own a portfolio of eight stocks. Using the Markowitz model, you computed the optimal mean/variance portfolio. The weights of these two portfolios are shown in the following table:...
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