id	sid	tid	token	lemma	pos
issue-136	1	1	baltic	baltic	PROPN
issue-136	1	2	journal	journal	PROPN
issue-136	1	3	of	of	ADP
issue-136	1	4	economic	economic	ADJ
issue-136	1	5	studies	study	NOUN
issue-136	1	6	90	90	NUM
issue-136	1	7	vol	vol	NOUN
issue-136	1	8	.	.	PROPN
issue-136	2	1	2	2	NUM
issue-136	2	2	,	,	PUNCT
issue-136	2	3	no	no	INTJ
issue-136	2	4	.	.	NOUN
issue-136	2	5	4	4	NUM
issue-136	2	6	,	,	PUNCT
issue-136	2	7	2016	2016	NUM
issue-136	2	8	corresponding	correspond	VERB
issue-136	2	9	author	author	NOUN
issue-136	2	10	:	:	PUNCT
issue-136	2	11	1	1	NUM
issue-136	2	12	international	international	ADJ
issue-136	2	13	marketing	marketing	NOUN
issue-136	2	14	manager	manager	NOUN
issue-136	2	15	,	,	PUNCT
issue-136	2	16	global	global	ADJ
issue-136	2	17	spirits	spirit	NOUN
issue-136	2	18	,	,	PUNCT
issue-136	2	19	kiev	kiev	PROPN
issue-136	2	20	.	.	PUNCT
issue-136	2	21	email	email	NOUN
issue-136	2	22	:	:	PUNCT
issue-136	2	23	val.khokhlov@gmail.com	val.khokhlov@gmail.com	PROPN
issue-136	2	24	alpha	alpha	PROPN
issue-136	2	25	-	-	PUNCT
issue-136	2	26	beta	beta	NOUN
issue-136	2	27	separation	separation	NOUN
issue-136	2	28	portfolio	portfolio	NOUN
issue-136	2	29	strategies	strategy	NOUN
issue-136	2	30	for	for	ADP
issue-136	2	31	islamic	islamic	ADJ
issue-136	2	32	finance	finance	PROPN
issue-136	2	33	valentyn	valentyn	ADJ
issue-136	2	34	khokhlov1	khokhlov1	PROPN
issue-136	2	35	global	global	ADJ
issue-136	2	36	spirits	spirit	NOUN
issue-136	2	37	,	,	PUNCT
issue-136	2	38	ukraine	ukraine	PROPN
issue-136	2	39	abstract	abstract	NOUN
issue-136	2	40	.	.	PUNCT
issue-136	3	1	the	the	DET
issue-136	3	2	purpose	purpose	NOUN
issue-136	3	3	of	of	ADP
issue-136	3	4	this	this	DET
issue-136	3	5	paper	paper	NOUN
issue-136	3	6	is	be	AUX
issue-136	3	7	to	to	PART
issue-136	3	8	develop	develop	VERB
issue-136	3	9	a	a	DET
issue-136	3	10	mathematical	mathematical	ADJ
issue-136	3	11	alpha	alpha	NOUN
issue-136	3	12	-	-	PUNCT
issue-136	3	13	beta	beta	NOUN
issue-136	3	14	separation	separation	NOUN
issue-136	3	15	model	model	NOUN
issue-136	3	16	that	that	PRON
issue-136	3	17	can	can	AUX
issue-136	3	18	be	be	AUX
issue-136	3	19	used	use	VERB
issue-136	3	20	to	to	PART
issue-136	3	21	create	create	VERB
issue-136	3	22	a	a	DET
issue-136	3	23	core	core	NOUN
issue-136	3	24	-	-	PUNCT
issue-136	3	25	satellite	satellite	NOUN
issue-136	3	26	portfolio	portfolio	NOUN
issue-136	3	27	management	management	NOUN
issue-136	3	28	strategy	strategy	NOUN
issue-136	3	29	that	that	PRON
issue-136	3	30	complies	comply	VERB
issue-136	3	31	with	with	ADP
issue-136	3	32	the	the	DET
issue-136	3	33	principles	principle	NOUN
issue-136	3	34	of	of	ADP
issue-136	3	35	islamic	islamic	ADJ
issue-136	3	36	finance	finance	NOUN
issue-136	3	37	.	.	PUNCT
issue-136	4	1	methodology	methodology	NOUN
issue-136	4	2	.	.	PUNCT
issue-136	5	1	core	core	NOUN
issue-136	5	2	-	-	PUNCT
issue-136	5	3	satellite	satellite	NOUN
issue-136	5	4	portfolio	portfolio	NOUN
issue-136	5	5	construction	construction	NOUN
issue-136	5	6	methodology	methodology	NOUN
issue-136	5	7	is	be	AUX
issue-136	5	8	used	use	VERB
issue-136	5	9	to	to	PART
issue-136	5	10	implement	implement	VERB
issue-136	5	11	the	the	DET
issue-136	5	12	alpha	alpha	NOUN
issue-136	5	13	-	-	PUNCT
issue-136	5	14	beta	beta	NOUN
issue-136	5	15	separation	separation	NOUN
issue-136	5	16	approach	approach	NOUN
issue-136	5	17	,	,	PUNCT
issue-136	5	18	where	where	SCONJ
issue-136	5	19	the	the	DET
issue-136	5	20	core	core	ADJ
issue-136	5	21	part	part	NOUN
issue-136	5	22	of	of	ADP
issue-136	5	23	the	the	DET
issue-136	5	24	portfolio	portfolio	NOUN
issue-136	5	25	is	be	AUX
issue-136	5	26	managed	manage	VERB
issue-136	5	27	using	use	VERB
issue-136	5	28	the	the	DET
issue-136	5	29	tracking	tracking	NOUN
issue-136	5	30	error	error	NOUN
issue-136	5	31	minimization	minimization	NOUN
issue-136	5	32	strategy	strategy	NOUN
issue-136	5	33	,	,	PUNCT
issue-136	5	34	and	and	CCONJ
issue-136	5	35	the	the	DET
issue-136	5	36	satellite	satellite	NOUN
issue-136	5	37	part	part	NOUN
issue-136	5	38	of	of	ADP
issue-136	5	39	the	the	DET
issue-136	5	40	portfolio	portfolio	NOUN
issue-136	5	41	is	be	AUX
issue-136	5	42	managed	manage	VERB
issue-136	5	43	using	use	VERB
issue-136	5	44	the	the	DET
issue-136	5	45	mean	mean	ADJ
issue-136	5	46	-	-	PUNCT
issue-136	5	47	variance	variance	NOUN
issue-136	5	48	optimization	optimization	NOUN
issue-136	5	49	strategy	strategy	NOUN
issue-136	5	50	.	.	PUNCT
issue-136	6	1	results	result	NOUN
issue-136	6	2	of	of	ADP
issue-136	6	3	the	the	DET
issue-136	6	4	portfolio	portfolio	NOUN
issue-136	6	5	dynamics	dynamic	NOUN
issue-136	6	6	clearly	clearly	ADV
issue-136	6	7	show	show	VERB
issue-136	6	8	that	that	SCONJ
issue-136	6	9	a	a	DET
issue-136	6	10	significant	significant	ADJ
issue-136	6	11	amount	amount	NOUN
issue-136	6	12	of	of	ADP
issue-136	6	13	value	value	NOUN
issue-136	6	14	was	be	AUX
issue-136	6	15	created	create	VERB
issue-136	6	16	by	by	ADP
issue-136	6	17	alpha	alpha	NOUN
issue-136	6	18	-	-	PUNCT
issue-136	6	19	beta	beta	NOUN
issue-136	6	20	separation	separation	NOUN
issue-136	6	21	.	.	PUNCT
issue-136	7	1	the	the	DET
issue-136	7	2	typical	typical	ADJ
issue-136	7	3	alpha	alpha	NOUN
issue-136	7	4	ranges	range	VERB
issue-136	7	5	from	from	ADP
issue-136	7	6	4	4	NUM
issue-136	7	7	%	%	NOUN
issue-136	7	8	to	to	PART
issue-136	7	9	5.7	5.7	NUM
issue-136	7	10	%	%	NOUN
issue-136	7	11	.	.	PUNCT
issue-136	8	1	the	the	DET
issue-136	8	2	most	most	ADV
issue-136	8	3	aggressive	aggressive	ADJ
issue-136	8	4	portfolio	portfolio	NOUN
issue-136	8	5	strategies	strategy	NOUN
issue-136	8	6	that	that	PRON
issue-136	8	7	allow	allow	VERB
issue-136	8	8	short	short	ADJ
issue-136	8	9	positions	position	NOUN
issue-136	8	10	in	in	ADP
issue-136	8	11	the	the	DET
issue-136	8	12	satellite	satellite	NOUN
issue-136	8	13	portfolio	portfolio	NOUN
issue-136	8	14	work	work	VERB
issue-136	8	15	best	well	ADV
issue-136	8	16	with	with	ADP
issue-136	8	17	frequent	frequent	ADJ
issue-136	8	18	rebalancing	rebalancing	NOUN
issue-136	8	19	and	and	CCONJ
issue-136	8	20	benefit	benefit	NOUN
issue-136	8	21	from	from	ADP
issue-136	8	22	the	the	DET
issue-136	8	23	active	active	ADJ
issue-136	8	24	bets	bet	NOUN
issue-136	8	25	.	.	PUNCT
issue-136	9	1	smoothing	smooth	VERB
issue-136	9	2	technique	technique	NOUN
issue-136	9	3	that	that	PRON
issue-136	9	4	was	be	AUX
issue-136	9	5	introduced	introduce	VERB
issue-136	9	6	to	to	PART
issue-136	9	7	decrease	decrease	VERB
issue-136	9	8	the	the	DET
issue-136	9	9	portfolio	portfolio	NOUN
issue-136	9	10	turnover	turnover	NOUN
issue-136	9	11	and	and	CCONJ
issue-136	9	12	stabilize	stabilize	VERB
issue-136	9	13	its	its	PRON
issue-136	9	14	composition	composition	NOUN
issue-136	9	15	works	work	VERB
issue-136	9	16	better	well	ADV
issue-136	9	17	when	when	SCONJ
issue-136	9	18	active	active	ADJ
issue-136	9	19	bets	bet	NOUN
issue-136	9	20	are	be	AUX
issue-136	9	21	less	less	ADV
issue-136	9	22	efficient	efficient	ADJ
issue-136	9	23	,	,	PUNCT
issue-136	9	24	particularly	particularly	ADV
issue-136	9	25	with	with	ADP
issue-136	9	26	less	less	ADV
issue-136	9	27	frequent	frequent	ADJ
issue-136	9	28	rebalancing	rebalancing	NOUN
issue-136	9	29	.	.	PUNCT
issue-136	10	1	the	the	DET
issue-136	10	2	best	good	ADJ
issue-136	10	3	risk	risk	NOUN
issue-136	10	4	-	-	PUNCT
issue-136	10	5	return	return	NOUN
issue-136	10	6	combinations	combination	NOUN
issue-136	10	7	are	be	AUX
issue-136	10	8	achieved	achieve	VERB
issue-136	10	9	with	with	ADP
issue-136	10	10	modest	modest	ADJ
issue-136	10	11	(	(	PUNCT
issue-136	10	12	3	3	NUM
issue-136	10	13	%	%	NOUN
issue-136	10	14	to	to	PART
issue-136	10	15	10	10	NUM
issue-136	10	16	%	%	NOUN
issue-136	10	17	)	)	PUNCT
issue-136	10	18	allocation	allocation	NOUN
issue-136	10	19	of	of	ADP
issue-136	10	20	the	the	DET
issue-136	10	21	total	total	ADJ
issue-136	10	22	portfolio	portfolio	NOUN
issue-136	10	23	to	to	ADP
issue-136	10	24	the	the	DET
issue-136	10	25	satellite	satellite	NOUN
issue-136	10	26	,	,	PUNCT
issue-136	10	27	and	and	CCONJ
issue-136	10	28	the	the	DET
issue-136	10	29	remaining	remain	VERB
issue-136	10	30	part	part	NOUN
issue-136	10	31	(	(	PUNCT
issue-136	10	32	90	90	NUM
issue-136	10	33	%	%	NOUN
issue-136	10	34	to	to	PART
issue-136	10	35	97	97	NUM
issue-136	10	36	%	%	NOUN
issue-136	10	37	)	)	PUNCT
issue-136	10	38	being	be	AUX
issue-136	10	39	managed	manage	VERB
issue-136	10	40	in	in	ADP
issue-136	10	41	order	order	NOUN
issue-136	10	42	to	to	PART
issue-136	10	43	minimize	minimize	VERB
issue-136	10	44	the	the	DET
issue-136	10	45	tracking	tracking	NOUN
issue-136	10	46	error	error	NOUN
issue-136	10	47	.	.	PUNCT
issue-136	11	1	practical	practical	ADJ
issue-136	11	2	implications	implication	NOUN
issue-136	11	3	.	.	PUNCT
issue-136	12	1	the	the	DET
issue-136	12	2	alpha	alpha	NOUN
issue-136	12	3	-	-	PUNCT
issue-136	12	4	beta	beta	NOUN
issue-136	12	5	separation	separation	NOUN
issue-136	12	6	framework	framework	NOUN
issue-136	12	7	suggested	suggest	VERB
issue-136	12	8	in	in	ADP
issue-136	12	9	this	this	DET
issue-136	12	10	paper	paper	NOUN
issue-136	12	11	can	can	AUX
issue-136	12	12	be	be	AUX
issue-136	12	13	used	use	VERB
issue-136	12	14	to	to	PART
issue-136	12	15	enhance	enhance	VERB
issue-136	12	16	the	the	DET
issue-136	12	17	portfolio	portfolio	NOUN
issue-136	12	18	management	management	NOUN
issue-136	12	19	techniques	technique	NOUN
issue-136	12	20	for	for	ADP
issue-136	12	21	the	the	DET
issue-136	12	22	hedge	hedge	NOUN
issue-136	12	23	funds	fund	NOUN
issue-136	12	24	that	that	PRON
issue-136	12	25	operate	operate	VERB
issue-136	12	26	under	under	ADP
issue-136	12	27	tight	tight	ADJ
issue-136	12	28	restrictions	restriction	NOUN
issue-136	12	29	,	,	PUNCT
issue-136	12	30	particularly	particularly	ADV
issue-136	12	31	under	under	ADP
issue-136	12	32	the	the	DET
issue-136	12	33	islamic	islamic	ADJ
issue-136	12	34	finance	finance	NOUN
issue-136	12	35	principles	principle	NOUN
issue-136	12	36	.	.	PUNCT
issue-136	13	1	the	the	DET
issue-136	13	2	mathematical	mathematical	ADJ
issue-136	13	3	models	model	NOUN
issue-136	13	4	developed	develop	VERB
issue-136	13	5	in	in	ADP
issue-136	13	6	this	this	DET
issue-136	13	7	paper	paper	NOUN
issue-136	13	8	allow	allow	VERB
issue-136	13	9	practical	practical	ADJ
issue-136	13	10	implementation	implementation	NOUN
issue-136	13	11	of	of	ADP
issue-136	13	12	the	the	DET
issue-136	13	13	alphabeta	alphabeta	PROPN
issue-136	13	14	separation	separation	NOUN
issue-136	13	15	concept	concept	NOUN
issue-136	13	16	.	.	PUNCT
issue-136	14	1	originality	originality	NOUN
issue-136	14	2	/	/	SYM
issue-136	14	3	value	value	NOUN
issue-136	14	4	.	.	PUNCT
issue-136	15	1	while	while	SCONJ
issue-136	15	2	the	the	DET
issue-136	15	3	idea	idea	NOUN
issue-136	15	4	of	of	ADP
issue-136	15	5	alpha	alpha	NOUN
issue-136	15	6	-	-	PUNCT
issue-136	15	7	beta	beta	NOUN
issue-136	15	8	separation	separation	NOUN
issue-136	15	9	existed	exist	VERB
issue-136	15	10	in	in	ADP
issue-136	15	11	hedge	hedge	NOUN
issue-136	15	12	fund	fund	NOUN
issue-136	15	13	management	management	NOUN
issue-136	15	14	before	before	ADV
issue-136	15	15	,	,	PUNCT
issue-136	15	16	there	there	PRON
issue-136	15	17	was	be	VERB
issue-136	15	18	no	no	DET
issue-136	15	19	comprehensive	comprehensive	ADJ
issue-136	15	20	mathematical	mathematical	ADJ
issue-136	15	21	model	model	NOUN
issue-136	15	22	under	under	ADP
issue-136	15	23	it	it	PRON
issue-136	15	24	,	,	PUNCT
issue-136	15	25	so	so	ADV
issue-136	15	26	its	its	PRON
issue-136	15	27	implementation	implementation	NOUN
issue-136	15	28	was	be	AUX
issue-136	15	29	based	base	VERB
issue-136	15	30	on	on	ADP
issue-136	15	31	the	the	DET
issue-136	15	32	ad	ad	X
issue-136	15	33	hoc	hoc	X
issue-136	15	34	approach	approach	NOUN
issue-136	15	35	.	.	PUNCT
issue-136	16	1	this	this	DET
issue-136	16	2	paper	paper	NOUN
issue-136	16	3	introduces	introduce	VERB
issue-136	16	4	such	such	DET
issue-136	16	5	a	a	DET
issue-136	16	6	mathematical	mathematical	ADJ
issue-136	16	7	model	model	NOUN
issue-136	16	8	and	and	CCONJ
issue-136	16	9	demonstrates	demonstrate	VERB
issue-136	16	10	how	how	SCONJ
issue-136	16	11	portfolio	portfolio	NOUN
issue-136	16	12	managers	manager	NOUN
issue-136	16	13	can	can	AUX
issue-136	16	14	create	create	VERB
issue-136	16	15	value	value	NOUN
issue-136	16	16	for	for	ADP
issue-136	16	17	their	their	PRON
issue-136	16	18	clients	client	NOUN
issue-136	16	19	using	use	VERB
issue-136	16	20	it	it	PRON
issue-136	16	21	.	.	PUNCT
issue-136	17	1	key	key	ADJ
issue-136	17	2	words	word	NOUN
issue-136	17	3	:	:	PUNCT
issue-136	17	4	portfolio	portfolio	NOUN
issue-136	17	5	management	management	NOUN
issue-136	17	6	,	,	PUNCT
issue-136	17	7	hedge	hedge	NOUN
issue-136	17	8	funds	fund	NOUN
issue-136	17	9	,	,	PUNCT
issue-136	17	10	alpha	alpha	NOUN
issue-136	17	11	-	-	PUNCT
issue-136	17	12	beta	beta	NOUN
issue-136	17	13	separation	separation	NOUN
issue-136	17	14	,	,	PUNCT
issue-136	17	15	core	core	NOUN
issue-136	17	16	-	-	PUNCT
issue-136	17	17	satellite	satellite	NOUN
issue-136	17	18	portfolios	portfolio	NOUN
issue-136	17	19	,	,	PUNCT
issue-136	17	20	islamic	islamic	ADJ
issue-136	17	21	finance	finance	NOUN
issue-136	17	22	.	.	PUNCT
issue-136	18	1	jel	jel	PROPN
issue-136	18	2	classification	classification	NOUN
issue-136	18	3	:	:	PUNCT
issue-136	18	4	g11	g11	PROPN
issue-136	18	5	,	,	PUNCT
issue-136	18	6	g15	g15	PROPN
issue-136	18	7	,	,	PUNCT
issue-136	18	8	f36	f36	NOUN
issue-136	18	9	1	1	NUM
issue-136	18	10	.	.	PUNCT
issue-136	18	11	introduction	introduction	NOUN
issue-136	18	12	this	this	DET
issue-136	18	13	paper	paper	NOUN
issue-136	18	14	started	start	VERB
issue-136	18	15	with	with	ADP
issue-136	18	16	a	a	DET
issue-136	18	17	practical	practical	ADJ
issue-136	18	18	problem	problem	NOUN
issue-136	18	19	–	–	PUNCT
issue-136	18	20	in	in	ADP
issue-136	18	21	the	the	DET
issue-136	18	22	summer	summer	NOUN
issue-136	18	23	of	of	ADP
issue-136	18	24	2013	2013	NUM
issue-136	18	25	the	the	DET
issue-136	18	26	author	author	NOUN
issue-136	18	27	was	be	AUX
issue-136	18	28	approached	approach	VERB
issue-136	18	29	by	by	ADP
issue-136	18	30	a	a	DET
issue-136	18	31	newly	newly	ADV
issue-136	18	32	created	create	VERB
issue-136	18	33	hedge	hedge	NOUN
issue-136	18	34	fund	fund	NOUN
issue-136	18	35	from	from	ADP
issue-136	18	36	dubai	dubai	PROPN
issue-136	18	37	for	for	ADP
issue-136	18	38	the	the	DET
issue-136	18	39	development	development	NOUN
issue-136	18	40	of	of	ADP
issue-136	18	41	investment	investment	NOUN
issue-136	18	42	strategies	strategy	NOUN
issue-136	18	43	that	that	PRON
issue-136	18	44	both	both	PRON
issue-136	18	45	comply	comply	VERB
issue-136	18	46	with	with	ADP
issue-136	18	47	islamic	islamic	ADJ
issue-136	18	48	finance	finance	NOUN
issue-136	18	49	and	and	CCONJ
issue-136	18	50	introduce	introduce	VERB
issue-136	18	51	some	some	DET
issue-136	18	52	techniques	technique	NOUN
issue-136	18	53	of	of	ADP
issue-136	18	54	active	active	ADJ
issue-136	18	55	portfolio	portfolio	NOUN
issue-136	18	56	management	management	NOUN
issue-136	18	57	.	.	PUNCT
issue-136	19	1	it	it	PRON
issue-136	19	2	was	be	AUX
issue-136	19	3	a	a	DET
issue-136	19	4	challenging	challenging	ADJ
issue-136	19	5	task	task	NOUN
issue-136	19	6	since	since	SCONJ
issue-136	19	7	short	short	ADJ
issue-136	19	8	-	-	PUNCT
issue-136	19	9	selling	selling	NOUN
issue-136	19	10	,	,	PUNCT
issue-136	19	11	a	a	DET
issue-136	19	12	practice	practice	NOUN
issue-136	19	13	commonly	commonly	ADV
issue-136	19	14	used	use	VERB
issue-136	19	15	by	by	ADP
issue-136	19	16	hedge	hedge	NOUN
issue-136	19	17	funds	fund	NOUN
issue-136	19	18	to	to	PART
issue-136	19	19	implement	implement	VERB
issue-136	19	20	the	the	DET
issue-136	19	21	long	long	ADJ
issue-136	19	22	/	/	SYM
issue-136	19	23	short	short	ADJ
issue-136	19	24	or	or	CCONJ
issue-136	19	25	market	market	NOUN
issue-136	19	26	-	-	PUNCT
issue-136	19	27	neutral	neutral	ADJ
issue-136	19	28	strategy	strategy	NOUN
issue-136	19	29	,	,	PUNCT
issue-136	19	30	is	be	AUX
issue-136	19	31	prohibited	prohibit	VERB
issue-136	19	32	under	under	ADP
issue-136	19	33	the	the	DET
issue-136	19	34	principles	principle	NOUN
issue-136	19	35	of	of	ADP
issue-136	19	36	shari’ah	shari’ah	PROPN
issue-136	19	37	.	.	PUNCT
issue-136	20	1	thus	thus	ADV
issue-136	20	2	,	,	PUNCT
issue-136	20	3	the	the	DET
issue-136	20	4	alpha	alpha	NOUN
issue-136	20	5	-	-	PUNCT
issue-136	20	6	beta	beta	NOUN
issue-136	20	7	separation	separation	NOUN
issue-136	20	8	strategy	strategy	NOUN
issue-136	20	9	was	be	AUX
issue-136	20	10	my	my	PRON
issue-136	20	11	suggestion	suggestion	NOUN
issue-136	20	12	with	with	ADP
issue-136	20	13	the	the	DET
issue-136	20	14	overall	overall	ADJ
issue-136	20	15	portfolio	portfolio	NOUN
issue-136	20	16	being	be	AUX
issue-136	20	17	built	build	VERB
issue-136	20	18	in	in	ADP
issue-136	20	19	such	such	DET
issue-136	20	20	a	a	DET
issue-136	20	21	way	way	NOUN
issue-136	20	22	it	it	PRON
issue-136	20	23	always	always	ADV
issue-136	20	24	complies	comply	VERB
issue-136	20	25	with	with	ADP
issue-136	20	26	islamic	islamic	ADJ
issue-136	20	27	principles	principle	NOUN
issue-136	20	28	while	while	SCONJ
issue-136	20	29	sub	sub	NOUN
issue-136	20	30	-	-	NOUN
issue-136	20	31	portfolios	portfolio	NOUN
issue-136	20	32	may	may	AUX
issue-136	20	33	deviate	deviate	VERB
issue-136	20	34	from	from	ADP
issue-136	20	35	them	they	PRON
issue-136	20	36	.	.	PUNCT
issue-136	21	1	several	several	ADJ
issue-136	21	2	recent	recent	ADJ
issue-136	21	3	studies	study	NOUN
issue-136	21	4	have	have	AUX
issue-136	21	5	been	be	AUX
issue-136	21	6	dedicated	dedicate	VERB
issue-136	21	7	to	to	ADP
issue-136	21	8	islamic	islamic	ADJ
issue-136	21	9	finance	finance	NOUN
issue-136	21	10	.	.	PUNCT
issue-136	22	1	for	for	ADP
issue-136	22	2	instance	instance	NOUN
issue-136	22	3	,	,	PUNCT
issue-136	22	4	patel	patel	PROPN
issue-136	22	5	(	(	PUNCT
issue-136	22	6	2008	2008	NUM
issue-136	22	7	)	)	PUNCT
issue-136	22	8	in	in	ADP
issue-136	22	9	-	-	PUNCT
issue-136	22	10	vestigates	vestigate	VERB
issue-136	22	11	the	the	DET
issue-136	22	12	limitations	limitation	NOUN
issue-136	22	13	that	that	PRON
issue-136	22	14	are	be	AUX
issue-136	22	15	posed	pose	VERB
issue-136	22	16	by	by	ADP
issue-136	22	17	the	the	DET
issue-136	22	18	principles	principle	NOUN
issue-136	22	19	of	of	ADP
issue-136	22	20	shari’ah	shari’ah	PROPN
issue-136	22	21	on	on	ADP
issue-136	22	22	the	the	DET
issue-136	22	23	business	business	NOUN
issue-136	22	24	models	model	NOUN
issue-136	22	25	,	,	PUNCT
issue-136	22	26	industries	industry	NOUN
issue-136	22	27	and	and	CCONJ
issue-136	22	28	the	the	DET
issue-136	22	29	permitted	permit	VERB
issue-136	22	30	portfolio	portfolio	NOUN
issue-136	22	31	management	management	NOUN
issue-136	22	32	techniques	technique	NOUN
issue-136	22	33	.	.	PUNCT
issue-136	23	1	ismail	ismail	NOUN
issue-136	23	2	and	and	CCONJ
issue-136	23	3	tohirin	tohirin	PROPN
issue-136	23	4	(	(	PUNCT
issue-136	23	5	2010	2010	NUM
issue-136	23	6	)	)	PUNCT
issue-136	23	7	analyze	analyze	VERB
issue-136	23	8	the	the	DET
issue-136	23	9	fundamentals	fundamental	NOUN
issue-136	23	10	of	of	ADP
issue-136	23	11	the	the	DET
issue-136	23	12	islamic	islamic	ADJ
issue-136	23	13	law	law	NOUN
issue-136	23	14	from	from	ADP
issue-136	23	15	the	the	DET
issue-136	23	16	legal	legal	ADJ
issue-136	23	17	perspective	perspective	NOUN
issue-136	23	18	and	and	CCONJ
issue-136	23	19	conclude	conclude	VERB
issue-136	23	20	that	that	SCONJ
issue-136	23	21	charging	charge	VERB
issue-136	23	22	interest	interest	NOUN
issue-136	23	23	and	and	CCONJ
issue-136	23	24	using	use	VERB
issue-136	23	25	“	"	PUNCT
issue-136	23	26	unjust	unjust	ADJ
issue-136	23	27	”	"	PUNCT
issue-136	23	28	financial	financial	ADJ
issue-136	23	29	practices	practice	NOUN
issue-136	23	30	are	be	AUX
issue-136	23	31	prohibited	prohibit	VERB
issue-136	23	32	.	.	PUNCT
issue-136	24	1	jawadi	jawadi	NOUN
issue-136	24	2	(	(	PUNCT
issue-136	24	3	2014	2014	NUM
issue-136	24	4	)	)	PUNCT
issue-136	24	5	also	also	ADV
issue-136	24	6	notes	note	VERB
issue-136	24	7	that	that	SCONJ
issue-136	24	8	the	the	DET
issue-136	24	9	principles	principle	NOUN
issue-136	24	10	of	of	ADP
issue-136	24	11	shari’ah	shari’ah	NOUN
issue-136	24	12	prevent	prevent	NOUN
issue-136	24	13	from	from	ADP
issue-136	24	14	investing	invest	VERB
issue-136	24	15	into	into	ADP
issue-136	24	16	some	some	DET
issue-136	24	17	industries	industry	NOUN
issue-136	24	18	,	,	PUNCT
issue-136	24	19	such	such	ADJ
issue-136	24	20	as	as	ADP
issue-136	24	21	alcohol	alcohol	NOUN
issue-136	24	22	,	,	PUNCT
issue-136	24	23	pork	pork	NOUN
issue-136	24	24	-	-	PUNCT
issue-136	24	25	related	relate	VERB
issue-136	24	26	products	product	NOUN
issue-136	24	27	,	,	PUNCT
issue-136	24	28	ammunition	ammunition	NOUN
issue-136	24	29	.	.	PUNCT
issue-136	25	1	therefore	therefore	ADV
issue-136	25	2	,	,	PUNCT
issue-136	25	3	some	some	DET
issue-136	25	4	stock	stock	NOUN
issue-136	25	5	screening	screening	NOUN
issue-136	25	6	should	should	AUX
issue-136	25	7	be	be	AUX
issue-136	25	8	implemented	implement	VERB
issue-136	25	9	in	in	ADP
issue-136	25	10	order	order	NOUN
issue-136	25	11	to	to	PART
issue-136	25	12	be	be	AUX
issue-136	25	13	compliant	compliant	ADJ
issue-136	25	14	with	with	ADP
issue-136	25	15	islamic	islamic	ADJ
issue-136	25	16	finance	finance	NOUN
issue-136	25	17	.	.	PUNCT
issue-136	26	1	one	one	NUM
issue-136	26	2	of	of	ADP
issue-136	26	3	the	the	DET
issue-136	26	4	approaches	approach	NOUN
issue-136	26	5	to	to	ADP
issue-136	26	6	the	the	DET
issue-136	26	7	problem	problem	NOUN
issue-136	26	8	of	of	ADP
issue-136	26	9	creating	create	VERB
issue-136	26	10	a	a	DET
issue-136	26	11	shari’ah	shari’ah	NOUN
issue-136	26	12	-	-	PUNCT
issue-136	26	13	compliant	compliant	ADJ
issue-136	26	14	portfolio	portfolio	NOUN
issue-136	26	15	management	management	NOUN
issue-136	26	16	strategy	strategy	NOUN
issue-136	26	17	is	be	AUX
issue-136	26	18	alpha	alpha	NOUN
issue-136	26	19	-	-	PUNCT
issue-136	26	20	beta	beta	NOUN
issue-136	26	21	separation	separation	NOUN
issue-136	26	22	.	.	PUNCT
issue-136	27	1	this	this	DET
issue-136	27	2	approach	approach	NOUN
issue-136	27	3	was	be	AUX
issue-136	27	4	pioneered	pioneer	VERB
issue-136	27	5	by	by	ADP
issue-136	27	6	treynor	treynor	NOUN
issue-136	27	7	and	and	CCONJ
issue-136	27	8	black	black	ADJ
issue-136	27	9	(	(	PUNCT
issue-136	27	10	1973	1973	NUM
issue-136	27	11	)	)	PUNCT
issue-136	27	12	who	who	PRON
issue-136	27	13	suggested	suggest	VERB
issue-136	27	14	splitting	split	VERB
issue-136	27	15	the	the	DET
issue-136	27	16	portfolio	portfolio	NOUN
issue-136	27	17	into	into	ADP
issue-136	27	18	two	two	NUM
issue-136	27	19	parts	part	NOUN
issue-136	27	20	,	,	PUNCT
issue-136	27	21	the	the	DET
issue-136	27	22	passively	passively	ADV
issue-136	27	23	managed	manage	VERB
issue-136	27	24	core	core	NOUN
issue-136	27	25	and	and	CCONJ
issue-136	27	26	the	the	DET
issue-136	27	27	actively	actively	ADV
issue-136	27	28	managed	manage	VERB
issue-136	27	29	satellite	satellite	NOUN
issue-136	27	30	.	.	PUNCT
issue-136	28	1	the	the	DET
issue-136	28	2	authors	author	NOUN
issue-136	28	3	developed	develop	VERB
issue-136	28	4	a	a	DET
issue-136	28	5	mathematical	mathematical	ADJ
issue-136	28	6	model	model	NOUN
issue-136	28	7	(	(	PUNCT
issue-136	28	8	the	the	DET
issue-136	28	9	treynor	treynor	NOUN
issue-136	28	10	-	-	PUNCT
issue-136	28	11	black	black	ADJ
issue-136	28	12	model	model	NOUN
issue-136	28	13	)	)	PUNCT
issue-136	28	14	that	that	PRON
issue-136	28	15	was	be	AUX
issue-136	28	16	aimed	aim	VERB
issue-136	28	17	at	at	ADP
issue-136	28	18	the	the	DET
issue-136	28	19	sharpe	sharpe	PROPN
issue-136	28	20	ratio	ratio	PROPN
issue-136	28	21	maximization	maximization	PROPN
issue-136	28	22	,	,	PUNCT
issue-136	28	23	but	but	CCONJ
issue-136	28	24	it	it	PRON
issue-136	28	25	does	do	AUX
issue-136	28	26	n’t	not	PART
issue-136	28	27	solve	solve	VERB
issue-136	28	28	the	the	DET
issue-136	28	29	problem	problem	NOUN
issue-136	28	30	we	we	PRON
issue-136	28	31	face	face	VERB
issue-136	28	32	with	with	ADP
issue-136	28	33	the	the	DET
issue-136	28	34	islamic	islamic	ADJ
issue-136	28	35	finance	finance	NOUN
issue-136	28	36	compliance	compliance	NOUN
issue-136	28	37	.	.	PUNCT
issue-136	29	1	leibowitz	leibowitz	PROPN
issue-136	29	2	and	and	CCONJ
issue-136	29	3	bova	bova	PROPN
issue-136	29	4	(	(	PUNCT
issue-136	29	5	2005	2005	NUM
issue-136	29	6	)	)	PUNCT
issue-136	29	7	developed	develop	VERB
issue-136	29	8	a	a	DET
issue-136	29	9	related	relate	VERB
issue-136	29	10	“	"	PUNCT
issue-136	29	11	alpha	alpha	NOUN
issue-136	29	12	core	core	NOUN
issue-136	29	13	”	"	PUNCT
issue-136	29	14	approach	approach	NOUN
issue-136	29	15	that	that	PRON
issue-136	29	16	allows	allow	VERB
issue-136	29	17	separation	separation	NOUN
issue-136	29	18	of	of	ADP
issue-136	29	19	alpha	alpha	NOUN
issue-136	29	20	and	and	CCONJ
issue-136	29	21	beta	beta	NOUN
issue-136	29	22	on	on	ADP
issue-136	29	23	the	the	DET
issue-136	29	24	portfolio	portfolio	NOUN
issue-136	29	25	level	level	NOUN
issue-136	29	26	,	,	PUNCT
issue-136	29	27	baltic	baltic	ADJ
issue-136	29	28	journal	journal	NOUN
issue-136	29	29	of	of	ADP
issue-136	29	30	economic	economic	ADJ
issue-136	29	31	studies	study	NOUN
issue-136	29	32	91	91	NUM
issue-136	29	33	vol	vol	NOUN
issue-136	29	34	.	.	PROPN
issue-136	30	1	2	2	NUM
issue-136	30	2	,	,	PUNCT
issue-136	30	3	no	no	INTJ
issue-136	30	4	.	.	NOUN
issue-136	30	5	4	4	NUM
issue-136	30	6	,	,	PUNCT
issue-136	30	7	2016	2016	NUM
issue-136	30	8	however	however	ADV
issue-136	30	9	their	their	PRON
issue-136	30	10	research	research	NOUN
issue-136	30	11	focused	focus	VERB
issue-136	30	12	on	on	ADP
issue-136	30	13	adding	add	VERB
issue-136	30	14	alternative	alternative	ADJ
issue-136	30	15	asset	asset	NOUN
issue-136	30	16	classes	class	NOUN
issue-136	30	17	to	to	ADP
issue-136	30	18	the	the	DET
issue-136	30	19	traditional	traditional	ADJ
issue-136	30	20	portfolio	portfolio	NOUN
issue-136	30	21	and	and	CCONJ
issue-136	30	22	does	do	AUX
issue-136	30	23	not	not	PART
issue-136	30	24	suit	suit	VERB
issue-136	30	25	our	our	PRON
issue-136	30	26	purpose	purpose	NOUN
issue-136	30	27	.	.	PUNCT
issue-136	31	1	a	a	DET
issue-136	31	2	more	more	ADV
issue-136	31	3	relevant	relevant	ADJ
issue-136	31	4	framework	framework	NOUN
issue-136	31	5	was	be	AUX
issue-136	31	6	suggested	suggest	VERB
issue-136	31	7	by	by	ADP
issue-136	31	8	chin	chin	NOUN
issue-136	31	9	(	(	PUNCT
issue-136	31	10	2010	2010	NUM
issue-136	31	11	)	)	PUNCT
issue-136	31	12	who	who	PRON
issue-136	31	13	developed	develop	VERB
issue-136	31	14	an	an	DET
issue-136	31	15	intuitive	intuitive	ADJ
issue-136	31	16	solution	solution	NOUN
issue-136	31	17	without	without	ADP
issue-136	31	18	providing	provide	VERB
issue-136	31	19	a	a	DET
issue-136	31	20	mathematical	mathematical	ADJ
issue-136	31	21	model	model	NOUN
issue-136	31	22	under	under	ADP
issue-136	31	23	it	it	PRON
issue-136	31	24	.	.	PUNCT
issue-136	32	1	the	the	DET
issue-136	32	2	purpose	purpose	NOUN
issue-136	32	3	of	of	ADP
issue-136	32	4	this	this	DET
issue-136	32	5	paper	paper	NOUN
issue-136	32	6	is	be	AUX
issue-136	32	7	to	to	PART
issue-136	32	8	develop	develop	VERB
issue-136	32	9	a	a	DET
issue-136	32	10	mathematical	mathematical	ADJ
issue-136	32	11	alpha	alpha	NOUN
issue-136	32	12	-	-	PUNCT
issue-136	32	13	beta	beta	NOUN
issue-136	32	14	separation	separation	NOUN
issue-136	32	15	model	model	NOUN
issue-136	32	16	that	that	PRON
issue-136	32	17	can	can	AUX
issue-136	32	18	be	be	AUX
issue-136	32	19	used	use	VERB
issue-136	32	20	in	in	ADP
issue-136	32	21	order	order	NOUN
issue-136	32	22	to	to	PART
issue-136	32	23	create	create	VERB
issue-136	32	24	a	a	DET
issue-136	32	25	core	core	NOUN
issue-136	32	26	-	-	PUNCT
issue-136	32	27	satellite	satellite	NOUN
issue-136	32	28	portfolio	portfolio	NOUN
issue-136	32	29	structure	structure	NOUN
issue-136	32	30	that	that	PRON
issue-136	32	31	complies	comply	VERB
issue-136	32	32	with	with	ADP
issue-136	32	33	the	the	DET
issue-136	32	34	islamic	islamic	ADJ
issue-136	32	35	finance	finance	NOUN
issue-136	32	36	principles	principle	NOUN
issue-136	32	37	.	.	PUNCT
issue-136	33	1	we	we	PRON
issue-136	33	2	start	start	VERB
issue-136	33	3	with	with	ADP
issue-136	33	4	developing	develop	VERB
issue-136	33	5	this	this	DET
issue-136	33	6	model	model	NOUN
issue-136	33	7	based	base	VERB
issue-136	33	8	on	on	ADP
issue-136	33	9	existing	exist	VERB
issue-136	33	10	models	model	NOUN
issue-136	33	11	of	of	ADP
issue-136	33	12	tracking	track	VERB
issue-136	33	13	error	error	NOUN
issue-136	33	14	volatility	volatility	NOUN
issue-136	33	15	(	(	PUNCT
issue-136	33	16	tev	tev	PROPN
issue-136	33	17	)	)	PUNCT
issue-136	33	18	and	and	CCONJ
issue-136	33	19	mean	mean	ADJ
issue-136	33	20	-	-	PUNCT
issue-136	33	21	variance	variance	NOUN
issue-136	33	22	optimization	optimization	NOUN
issue-136	33	23	(	(	PUNCT
issue-136	33	24	mvo	mvo	PROPN
issue-136	33	25	)	)	PUNCT
issue-136	33	26	.	.	PUNCT
issue-136	34	1	then	then	ADV
issue-136	34	2	we	we	PRON
issue-136	34	3	outline	outline	VERB
issue-136	34	4	our	our	PRON
issue-136	34	5	portfolio	portfolio	NOUN
issue-136	34	6	construction	construction	NOUN
issue-136	34	7	procedure	procedure	NOUN
issue-136	34	8	and	and	CCONJ
issue-136	34	9	test	test	VERB
issue-136	34	10	the	the	DET
issue-136	34	11	portfolio	portfolio	NOUN
issue-136	34	12	developed	develop	VERB
issue-136	34	13	under	under	ADP
issue-136	34	14	these	these	DET
issue-136	34	15	strategies	strategy	NOUN
issue-136	34	16	.	.	PUNCT
issue-136	35	1	we	we	PRON
issue-136	35	2	conclude	conclude	VERB
issue-136	35	3	our	our	PRON
issue-136	35	4	paper	paper	NOUN
issue-136	35	5	with	with	ADP
issue-136	35	6	the	the	DET
issue-136	35	7	findings	finding	NOUN
issue-136	35	8	we	we	PRON
issue-136	35	9	got	get	VERB
issue-136	35	10	during	during	ADP
issue-136	35	11	this	this	DET
issue-136	35	12	research	research	NOUN
issue-136	35	13	.	.	PUNCT
issue-136	36	1	2	2	X
issue-136	36	2	.	.	X
issue-136	36	3	alpha	alpha	NOUN
issue-136	36	4	-	-	PUNCT
issue-136	36	5	beta	beta	NOUN
issue-136	36	6	separation	separation	NOUN
issue-136	36	7	model	model	NOUN
issue-136	36	8	the	the	DET
issue-136	36	9	key	key	ADJ
issue-136	36	10	idea	idea	NOUN
issue-136	36	11	of	of	ADP
issue-136	36	12	alpha	alpha	NOUN
issue-136	36	13	-	-	PUNCT
issue-136	36	14	beta	beta	NOUN
issue-136	36	15	separation	separation	NOUN
issue-136	36	16	,	,	PUNCT
issue-136	36	17	starting	start	VERB
issue-136	36	18	with	with	ADP
issue-136	36	19	treynor	treynor	NOUN
issue-136	36	20	-	-	PUNCT
issue-136	36	21	black	black	NOUN
issue-136	36	22	(	(	PUNCT
issue-136	36	23	1973	1973	NUM
issue-136	36	24	)	)	PUNCT
issue-136	36	25	,	,	PUNCT
issue-136	36	26	relates	relate	VERB
issue-136	36	27	to	to	ADP
issue-136	36	28	splitting	split	VERB
issue-136	36	29	the	the	DET
issue-136	36	30	portfolio	portfolio	NOUN
issue-136	36	31	into	into	ADP
issue-136	36	32	two	two	NUM
issue-136	36	33	parts	part	NOUN
issue-136	36	34	,	,	PUNCT
issue-136	36	35	one	one	NUM
issue-136	36	36	of	of	ADP
issue-136	36	37	which	which	PRON
issue-136	36	38	(	(	PUNCT
issue-136	36	39	referred	refer	VERB
issue-136	36	40	to	to	ADP
issue-136	36	41	as	as	ADP
issue-136	36	42	the	the	DET
issue-136	36	43	core	core	NOUN
issue-136	36	44	)	)	PUNCT
issue-136	36	45	is	be	AUX
issue-136	36	46	passively	passively	ADV
issue-136	36	47	managed	manage	VERB
issue-136	36	48	in	in	ADP
issue-136	36	49	order	order	NOUN
issue-136	36	50	to	to	PART
issue-136	36	51	track	track	VERB
issue-136	36	52	the	the	DET
issue-136	36	53	benchmark	benchmark	NOUN
issue-136	36	54	,	,	PUNCT
issue-136	36	55	i.e.	i.e.	X
issue-136	36	56	generate	generate	VERB
issue-136	36	57	beta	beta	NOUN
issue-136	36	58	,	,	PUNCT
issue-136	36	59	and	and	CCONJ
issue-136	36	60	another	another	PRON
issue-136	36	61	is	be	AUX
issue-136	36	62	actively	actively	ADV
issue-136	36	63	managed	manage	VERB
issue-136	36	64	in	in	ADP
issue-136	36	65	order	order	NOUN
issue-136	36	66	to	to	PART
issue-136	36	67	add	add	VERB
issue-136	36	68	value	value	NOUN
issue-136	36	69	by	by	ADP
issue-136	36	70	generating	generate	VERB
issue-136	36	71	alpha	alpha	NOUN
issue-136	36	72	.	.	PUNCT
issue-136	37	1	this	this	DET
issue-136	37	2	idea	idea	NOUN
issue-136	37	3	is	be	AUX
issue-136	37	4	widely	widely	ADV
issue-136	37	5	used	use	VERB
issue-136	37	6	by	by	ADP
issue-136	37	7	hedge	hedge	NOUN
issue-136	37	8	funds	fund	NOUN
issue-136	37	9	,	,	PUNCT
issue-136	37	10	however	however	SCONJ
issue-136	37	11	it	it	PRON
issue-136	37	12	also	also	ADV
issue-136	37	13	can	can	AUX
issue-136	37	14	be	be	AUX
issue-136	37	15	used	use	VERB
issue-136	37	16	to	to	PART
issue-136	37	17	overcome	overcome	VERB
issue-136	37	18	the	the	DET
issue-136	37	19	limitations	limitation	NOUN
issue-136	37	20	that	that	SCONJ
issue-136	37	21	islamic	islamic	ADJ
issue-136	37	22	finance	finance	NOUN
issue-136	37	23	poses	pose	VERB
issue-136	37	24	on	on	ADP
issue-136	37	25	the	the	DET
issue-136	37	26	portfolio	portfolio	NOUN
issue-136	37	27	management	management	NOUN
issue-136	37	28	techniques	technique	NOUN
issue-136	37	29	.	.	PUNCT
issue-136	38	1	let	let	VERB
issue-136	38	2	’s	’s	PRON
issue-136	38	3	start	start	VERB
issue-136	38	4	with	with	ADP
issue-136	38	5	the	the	DET
issue-136	38	6	basic	basic	ADJ
issue-136	38	7	framework	framework	NOUN
issue-136	38	8	to	to	PART
issue-136	38	9	illustrate	illustrate	VERB
issue-136	38	10	this	this	DET
issue-136	38	11	idea	idea	NOUN
issue-136	38	12	.	.	PUNCT
issue-136	39	1	the	the	DET
issue-136	39	2	portfolio	portfolio	NOUN
issue-136	39	3	can	can	AUX
issue-136	39	4	be	be	AUX
issue-136	39	5	represented	represent	VERB
issue-136	39	6	as	as	ADP
issue-136	39	7	a	a	DET
issue-136	39	8	combination	combination	NOUN
issue-136	39	9	of	of	ADP
issue-136	39	10	the	the	DET
issue-136	39	11	core	core	NOUN
issue-136	39	12	and	and	CCONJ
issue-136	39	13	the	the	DET
issue-136	39	14	satellite	satellite	NOUN
issue-136	39	15	parts	part	NOUN
issue-136	39	16	as	as	SCONJ
issue-136	39	17	follows	follow	VERB
issue-136	39	18	:	:	PUNCT
issue-136	39	19	(	(	PUNCT
issue-136	39	20	)	)	PUNCT
issue-136	40	1	1a	1a	PROPN
issue-136	40	2	c	c	X
issue-136	41	1	i	i	PRON
issue-136	41	2	i	i	PRON
issue-136	41	3	iw	iw	VERB
issue-136	41	4	w	w	PROPN
issue-136	41	5	w=	w=	PROPN
issue-136	41	6	+	+	CCONJ
issue-136	41	7	−λ	−λ	PROPN
issue-136	41	8	λ	λ	PROPN
issue-136	41	9	,	,	PUNCT
issue-136	41	10	(	(	PUNCT
issue-136	41	11	1	1	X
issue-136	41	12	)	)	PUNCT
issue-136	41	13	where	where	SCONJ
issue-136	41	14	wi	wi	PROPN
issue-136	41	15	is	be	AUX
issue-136	41	16	the	the	DET
issue-136	41	17	weight	weight	NOUN
issue-136	41	18	of	of	ADP
issue-136	41	19	i	i	PROPN
issue-136	41	20	-	-	PUNCT
issue-136	41	21	th	th	X
issue-136	41	22	asset	asset	NOUN
issue-136	41	23	in	in	ADP
issue-136	41	24	the	the	DET
issue-136	41	25	combined	combined	ADJ
issue-136	41	26	portfolio	portfolio	NOUN
issue-136	41	27	,	,	PUNCT
issue-136	41	28	λ	λ	PROPN
issue-136	41	29	is	be	AUX
issue-136	41	30	the	the	DET
issue-136	41	31	weight	weight	NOUN
issue-136	41	32	of	of	ADP
issue-136	41	33	the	the	DET
issue-136	41	34	actively	actively	ADV
issue-136	41	35	managed	manage	VERB
issue-136	41	36	(	(	PUNCT
issue-136	41	37	satellite	satellite	NOUN
issue-136	41	38	)	)	PUNCT
issue-136	41	39	part	part	NOUN
issue-136	41	40	of	of	ADP
issue-136	41	41	the	the	DET
issue-136	41	42	portfolio	portfolio	NOUN
issue-136	41	43	,	,	PUNCT
issue-136	41	44	wi	wi	PROPN
issue-136	41	45	a	a	PRON
issue-136	41	46	is	be	AUX
issue-136	41	47	the	the	DET
issue-136	41	48	weight	weight	NOUN
issue-136	41	49	of	of	ADP
issue-136	41	50	i	i	PROPN
issue-136	41	51	-	-	PUNCT
issue-136	41	52	th	th	X
issue-136	41	53	asset	asset	NOUN
issue-136	41	54	in	in	ADP
issue-136	41	55	the	the	DET
issue-136	41	56	actively	actively	ADV
issue-136	41	57	managed	manage	VERB
issue-136	41	58	(	(	PUNCT
issue-136	41	59	satellite	satellite	NOUN
issue-136	41	60	)	)	PUNCT
issue-136	41	61	portfolio	portfolio	NOUN
issue-136	41	62	,	,	PUNCT
issue-136	41	63	wi	wi	PROPN
issue-136	41	64	c	c	PROPN
issue-136	41	65	is	be	AUX
issue-136	41	66	the	the	DET
issue-136	41	67	weight	weight	NOUN
issue-136	41	68	of	of	ADP
issue-136	41	69	i	i	PROPN
issue-136	41	70	-	-	PUNCT
issue-136	41	71	th	th	X
issue-136	41	72	asset	asset	NOUN
issue-136	41	73	in	in	ADP
issue-136	41	74	the	the	DET
issue-136	41	75	benchmark	benchmark	NOUN
issue-136	41	76	-	-	PUNCT
issue-136	41	77	tracking	tracking	NOUN
issue-136	41	78	(	(	PUNCT
issue-136	41	79	core	core	NOUN
issue-136	41	80	)	)	PUNCT
issue-136	41	81	portfolio	portfolio	NOUN
issue-136	41	82	.	.	PUNCT
issue-136	42	1	in	in	ADP
issue-136	42	2	the	the	DET
issue-136	42	3	simplest	simple	ADJ
issue-136	42	4	case	case	NOUN
issue-136	42	5	we	we	PRON
issue-136	42	6	create	create	VERB
issue-136	42	7	two	two	NUM
issue-136	42	8	independent	independent	ADJ
issue-136	42	9	portfolios	portfolio	NOUN
issue-136	42	10	,	,	PUNCT
issue-136	42	11	both	both	PRON
issue-136	42	12	of	of	ADP
issue-136	42	13	which	which	PRON
issue-136	42	14	are	be	AUX
issue-136	42	15	managed	manage	VERB
issue-136	42	16	according	accord	VERB
issue-136	42	17	to	to	ADP
issue-136	42	18	its	its	PRON
issue-136	42	19	own	own	ADJ
issue-136	42	20	investments	investment	NOUN
issue-136	42	21	policy	policy	NOUN
issue-136	42	22	.	.	PUNCT
issue-136	43	1	ideally	ideally	ADV
issue-136	43	2	,	,	PUNCT
issue-136	43	3	the	the	DET
issue-136	43	4	core	core	NOUN
issue-136	43	5	portfolio	portfolio	NOUN
issue-136	43	6	can	can	AUX
issue-136	43	7	be	be	AUX
issue-136	43	8	built	build	VERB
issue-136	43	9	by	by	ADP
issue-136	43	10	replicating	replicate	VERB
issue-136	43	11	the	the	DET
issue-136	43	12	benchmark	benchmark	NOUN
issue-136	43	13	or	or	CCONJ
issue-136	43	14	investing	invest	VERB
issue-136	43	15	the	the	DET
issue-136	43	16	entire	entire	ADJ
issue-136	43	17	amount	amount	NOUN
issue-136	43	18	into	into	ADP
issue-136	43	19	the	the	DET
issue-136	43	20	benchmark	benchmark	NOUN
issue-136	43	21	-	-	PUNCT
issue-136	43	22	tracking	track	VERB
issue-136	43	23	etf	etf	NOUN
issue-136	43	24	.	.	PUNCT
issue-136	44	1	however	however	ADV
issue-136	44	2	,	,	PUNCT
issue-136	44	3	in	in	ADP
issue-136	44	4	practice	practice	NOUN
issue-136	44	5	it	it	PRON
issue-136	44	6	may	may	AUX
issue-136	44	7	pose	pose	VERB
issue-136	44	8	a	a	DET
issue-136	44	9	significant	significant	ADJ
issue-136	44	10	problem	problem	NOUN
issue-136	44	11	,	,	PUNCT
issue-136	44	12	because	because	SCONJ
issue-136	44	13	the	the	DET
issue-136	44	14	benchmark	benchmark	NOUN
issue-136	44	15	may	may	AUX
issue-136	44	16	not	not	PART
issue-136	44	17	be	be	AUX
issue-136	44	18	directly	directly	ADV
issue-136	44	19	investable	investable	ADJ
issue-136	44	20	or	or	CCONJ
issue-136	44	21	no	no	DET
issue-136	44	22	corresponding	correspond	VERB
issue-136	44	23	etfs	etfs	NOUN
issue-136	44	24	may	may	AUX
issue-136	44	25	exist	exist	VERB
issue-136	44	26	.	.	PUNCT
issue-136	45	1	in	in	ADP
issue-136	45	2	that	that	DET
issue-136	45	3	case	case	NOUN
issue-136	45	4	,	,	PUNCT
issue-136	45	5	the	the	DET
issue-136	45	6	tracking	tracking	NOUN
issue-136	45	7	portfolio	portfolio	NOUN
issue-136	45	8	may	may	AUX
issue-136	45	9	be	be	AUX
issue-136	45	10	created	create	VERB
issue-136	45	11	using	use	VERB
issue-136	45	12	one	one	NUM
issue-136	45	13	of	of	ADP
issue-136	45	14	the	the	DET
issue-136	45	15	mathematical	mathematical	ADJ
issue-136	45	16	optimization	optimization	NOUN
issue-136	45	17	models	model	NOUN
issue-136	45	18	,	,	PUNCT
issue-136	45	19	for	for	ADP
issue-136	45	20	example	example	NOUN
issue-136	45	21	by	by	ADP
issue-136	45	22	roll	roll	NOUN
issue-136	45	23	(	(	PUNCT
issue-136	45	24	1992	1992	NUM
issue-136	45	25	)	)	PUNCT
issue-136	45	26	,	,	PUNCT
issue-136	45	27	rudolf	rudolf	NOUN
issue-136	45	28	(	(	PUNCT
issue-136	45	29	1999	1999	NUM
issue-136	45	30	)	)	PUNCT
issue-136	45	31	,	,	PUNCT
issue-136	45	32	jorion	jorion	NOUN
issue-136	45	33	(	(	PUNCT
issue-136	45	34	2003	2003	NUM
issue-136	45	35	)	)	PUNCT
issue-136	45	36	.	.	PUNCT
issue-136	46	1	we	we	PRON
issue-136	46	2	will	will	AUX
issue-136	46	3	use	use	VERB
issue-136	46	4	the	the	DET
issue-136	46	5	quadratic	quadratic	ADJ
issue-136	46	6	optimization	optimization	NOUN
issue-136	46	7	model	model	NOUN
issue-136	46	8	developed	develop	VERB
issue-136	46	9	in	in	ADP
issue-136	46	10	khokhlov	khokhlov	PROPN
issue-136	46	11	(	(	PUNCT
issue-136	46	12	2011	2011	NUM
issue-136	46	13	)	)	PUNCT
issue-136	46	14	.	.	PUNCT
issue-136	47	1	in	in	ADP
issue-136	47	2	order	order	NOUN
issue-136	47	3	to	to	PART
issue-136	47	4	derive	derive	VERB
issue-136	47	5	the	the	DET
issue-136	47	6	optimal	optimal	ADJ
issue-136	47	7	asset	asset	NOUN
issue-136	47	8	weights	weight	NOUN
issue-136	47	9	for	for	ADP
issue-136	47	10	the	the	DET
issue-136	47	11	core	core	NOUN
issue-136	47	12	portfolio	portfolio	NOUN
issue-136	47	13	we	we	PRON
issue-136	47	14	minimize	minimize	VERB
issue-136	47	15	the	the	DET
issue-136	47	16	tracking	tracking	NOUN
issue-136	47	17	error	error	NOUN
issue-136	47	18	volatility	volatility	NOUN
issue-136	47	19	(	(	PUNCT
issue-136	47	20	tev	tev	PROPN
issue-136	47	21	)	)	PUNCT
issue-136	47	22	:	:	PUNCT
issue-136	47	23	(	(	PUNCT
issue-136	47	24	)	)	SYM
issue-136	47	25	2	2	NUM
issue-136	47	26	1	1	NUM
issue-136	47	27	var	var	NOUN
issue-136	47	28	var	var	PROPN
issue-136	47	29	min	min	PROPN
issue-136	47	30	n	n	ADP
issue-136	47	31	c	c	NOUN
issue-136	47	32	p	p	PROPN
issue-136	47	33	b	b	PROPN
issue-136	48	1	i	i	PRON
issue-136	49	1	i	i	PRON
issue-136	50	1	b	b	VERB
issue-136	51	1	i	i	NOUN
issue-136	51	2	r	r	NOUN
issue-136	51	3	r	r	NOUN
issue-136	51	4	w	w	NOUN
issue-136	51	5	r	r	NOUN
issue-136	51	6	r	r	NOUN
issue-136	51	7	=	=	SYM
issue-136	51	8			NOUN
issue-136	51	9	=	=	ADP
issue-136	51	10	−	−	PROPN
issue-136	51	11	=	=	SYM
issue-136	51	12	−	−	PROPN
issue-136	51	13	→	→	NUM
issue-136	51	14			NOUN
issue-136	51	15			NOUN
issue-136	51	16			PUNCT
issue-136	52	1	∑ω	∑ω	INTJ
issue-136	52	2	,	,	PUNCT
issue-136	52	3	(	(	PUNCT
issue-136	52	4	2	2	X
issue-136	52	5	)	)	PUNCT
issue-136	52	6	where	where	SCONJ
issue-136	52	7	π	π	PROPN
issue-136	52	8	is	be	AUX
issue-136	52	9	the	the	DET
issue-136	52	10	tev	tev	NOUN
issue-136	52	11	,	,	PUNCT
issue-136	52	12	which	which	PRON
issue-136	52	13	is	be	AUX
issue-136	52	14	the	the	DET
issue-136	52	15	standard	standard	ADJ
issue-136	52	16	deviation	deviation	NOUN
issue-136	52	17	of	of	ADP
issue-136	52	18	the	the	DET
issue-136	52	19	tracking	tracking	NOUN
issue-136	52	20	error	error	NOUN
issue-136	52	21	,	,	PUNCT
issue-136	52	22	rp	rp	NOUN
issue-136	52	23	,	,	PUNCT
issue-136	52	24	rb	rb	PROPN
issue-136	52	25	,	,	PUNCT
issue-136	52	26	ri	ri	PROPN
issue-136	52	27	are	be	AUX
issue-136	52	28	the	the	DET
issue-136	52	29	expected	expect	VERB
issue-136	52	30	returns	return	NOUN
issue-136	52	31	on	on	ADP
issue-136	52	32	the	the	DET
issue-136	52	33	portfolio	portfolio	NOUN
issue-136	52	34	,	,	PUNCT
issue-136	52	35	benchmark	benchmark	NOUN
issue-136	52	36	and	and	CCONJ
issue-136	52	37	i	i	PROPN
issue-136	52	38	-	-	PUNCT
issue-136	52	39	th	th	X
issue-136	52	40	asset	asset	NOUN
issue-136	52	41	respectively	respectively	ADV
issue-136	52	42	.	.	PUNCT
issue-136	53	1	as	as	SCONJ
issue-136	53	2	demonstrated	demonstrate	VERB
issue-136	53	3	in	in	ADP
issue-136	53	4	khokhlov	khokhlov	PROPN
issue-136	53	5	(	(	PUNCT
issue-136	53	6	2011	2011	NUM
issue-136	53	7	)	)	PUNCT
issue-136	53	8	,	,	PUNCT
issue-136	53	9	formula	formula	NOUN
issue-136	53	10	(	(	PUNCT
issue-136	53	11	2	2	X
issue-136	53	12	)	)	PUNCT
issue-136	53	13	can	can	AUX
issue-136	53	14	be	be	AUX
issue-136	53	15	transformed	transform	VERB
issue-136	53	16	into	into	ADP
issue-136	53	17	the	the	DET
issue-136	53	18	objective	objective	ADJ
issue-136	53	19	function	function	NOUN
issue-136	53	20	for	for	ADP
issue-136	53	21	a	a	DET
issue-136	53	22	standard	standard	ADJ
issue-136	53	23	quadratic	quadratic	ADJ
issue-136	53	24	programming	programming	NOUN
issue-136	53	25	problem	problem	NOUN
issue-136	53	26	:	:	PUNCT
issue-136	53	27	2	2	NUM
issue-136	53	28	2	2	NUM
issue-136	53	29	2	2	NUM
issue-136	53	30	,	,	PUNCT
issue-136	53	31	1	1	NUM
issue-136	53	32	1	1	NUM
issue-136	53	33	2	2	NUM
issue-136	53	34	min	min	NOUN
issue-136	53	35	n	n	ADP
issue-136	53	36	n	n	NOUN
issue-136	53	37	c	c	NOUN
issue-136	53	38	c	c	NOUN
issue-136	53	39	c	c	NOUN
issue-136	54	1	i	i	PRON
issue-136	54	2	j	j	PROPN
issue-136	55	1	ij	ij	INTJ
issue-136	55	2	b	b	NOUN
issue-136	56	1	i	i	PRON
issue-136	56	2	i	i	PRON
issue-136	57	1	b	b	VERB
issue-136	58	1	i	i	PRON
issue-136	58	2	j	j	VERB
issue-136	59	1	i	i	PRON
issue-136	59	2	w	w	VERB
issue-136	59	3	w	w	PROPN
issue-136	59	4	w	w	PROPN
issue-136	59	5	=	=	PUNCT
issue-136	59	6	=	=	PUNCT
issue-136	59	7	=	=	PUNCT
issue-136	60	1	−	−	PROPN
issue-136	61	1	+	+	CCONJ
issue-136	61	2	→∑	→∑	PROPN
issue-136	61	3	∑ω	∑ω	PROPN
issue-136	61	4	σ	σ	PROPN
issue-136	61	5	σ	σ	PROPN
issue-136	61	6	β	β	PROPN
issue-136	61	7	σ	σ	PROPN
issue-136	61	8	,	,	PUNCT
issue-136	61	9	(	(	PUNCT
issue-136	61	10	3	3	X
issue-136	61	11	)	)	PUNCT
issue-136	61	12	subject	subject	NOUN
issue-136	61	13	to	to	ADP
issue-136	61	14	constraints	constraint	NOUN
issue-136	61	15	1	1	NUM
issue-136	61	16	1	1	NUM
issue-136	61	17	n	n	NOUN
issue-136	61	18	c	c	NOUN
issue-136	62	1	i	i	PRON
issue-136	62	2	i	i	PRON
issue-136	62	3	w	w	VERB
issue-136	62	4	=	=	PUNCT
issue-136	62	5	=	=	NOUN
issue-136	62	6	∑	∑	PROPN
issue-136	62	7	,	,	PUNCT
issue-136	62	8	(	(	PUNCT
issue-136	62	9	4	4	X
issue-136	62	10	)	)	PUNCT
issue-136	62	11	0c	0c	NOUN
issue-136	62	12	iw	iw	INTJ
issue-136	62	13	≥	≥	NOUN
issue-136	62	14	,	,	PUNCT
issue-136	62	15	(	(	PUNCT
issue-136	62	16	5	5	NUM
issue-136	62	17	)	)	PUNCT
issue-136	62	18	where	where	SCONJ
issue-136	62	19	wi	wi	PROPN
issue-136	62	20	c	c	PROPN
issue-136	62	21	is	be	AUX
issue-136	62	22	the	the	DET
issue-136	62	23	weight	weight	NOUN
issue-136	62	24	of	of	ADP
issue-136	62	25	i	i	PROPN
issue-136	62	26	-	-	PUNCT
issue-136	62	27	th	th	X
issue-136	62	28	asset	asset	NOUN
issue-136	62	29	in	in	ADP
issue-136	62	30	the	the	DET
issue-136	62	31	core	core	NOUN
issue-136	62	32	portfolio	portfolio	NOUN
issue-136	62	33	(	(	PUNCT
issue-136	62	34	the	the	DET
issue-136	62	35	optimization	optimization	NOUN
issue-136	62	36	variable	variable	NOUN
issue-136	62	37	)	)	PUNCT
issue-136	62	38	,	,	PUNCT
issue-136	62	39	σij	σij	NOUN
issue-136	62	40	is	be	AUX
issue-136	62	41	the	the	DET
issue-136	62	42	covariance	covariance	NOUN
issue-136	62	43	between	between	ADP
issue-136	62	44	the	the	DET
issue-136	62	45	returns	return	NOUN
issue-136	62	46	of	of	ADP
issue-136	62	47	i	i	PROPN
issue-136	62	48	-	-	PUNCT
issue-136	62	49	th	th	X
issue-136	62	50	and	and	CCONJ
issue-136	62	51	j	j	PROPN
issue-136	62	52	-	-	PUNCT
issue-136	62	53	th	th	VERB
issue-136	62	54	assets	asset	NOUN
issue-136	62	55	,	,	PUNCT
issue-136	62	56	σb	σb	ADP
issue-136	62	57	is	be	AUX
issue-136	62	58	the	the	DET
issue-136	62	59	standard	standard	ADJ
issue-136	62	60	deviation	deviation	NOUN
issue-136	62	61	of	of	ADP
issue-136	62	62	the	the	DET
issue-136	62	63	benchmark	benchmark	NOUN
issue-136	62	64	,	,	PUNCT
issue-136	62	65	βi	βi	PROPN
issue-136	62	66	is	be	AUX
issue-136	62	67	the	the	DET
issue-136	62	68	beta	beta	NOUN
issue-136	62	69	of	of	ADP
issue-136	62	70	i	i	PROPN
issue-136	62	71	-	-	PUNCT
issue-136	62	72	th	th	X
issue-136	62	73	asset	asset	NOUN
issue-136	62	74	with	with	ADP
issue-136	62	75	respect	respect	NOUN
issue-136	62	76	to	to	ADP
issue-136	62	77	the	the	DET
issue-136	62	78	benchmark	benchmark	NOUN
issue-136	62	79	.	.	PUNCT
issue-136	63	1	long	long	ADV
issue-136	63	2	-	-	PUNCT
issue-136	63	3	only	only	ADV
issue-136	63	4	satellite	satellite	NOUN
issue-136	63	5	portfolio	portfolio	NOUN
issue-136	63	6	.	.	PUNCT
issue-136	64	1	the	the	DET
issue-136	64	2	satellite	satellite	NOUN
issue-136	64	3	portfolio	portfolio	NOUN
issue-136	64	4	can	can	AUX
issue-136	64	5	be	be	AUX
issue-136	64	6	created	create	VERB
issue-136	64	7	by	by	ADP
issue-136	64	8	any	any	DET
issue-136	64	9	absolute	absolute	ADJ
issue-136	64	10	return	return	NOUN
issue-136	64	11	strategy	strategy	NOUN
issue-136	64	12	,	,	PUNCT
issue-136	64	13	ranging	range	VERB
issue-136	64	14	from	from	ADP
issue-136	64	15	the	the	DET
issue-136	64	16	stock	stock	NOUN
issue-136	64	17	picking	pick	VERB
issue-136	64	18	to	to	ADP
issue-136	64	19	the	the	DET
issue-136	64	20	mean	mean	ADJ
issue-136	64	21	-	-	PUNCT
issue-136	64	22	variance	variance	NOUN
issue-136	64	23	optimization	optimization	NOUN
issue-136	64	24	(	(	PUNCT
issue-136	64	25	mvo	mvo	PROPN
issue-136	64	26	)	)	PUNCT
issue-136	64	27	.	.	PUNCT
issue-136	65	1	we	we	PRON
issue-136	65	2	use	use	VERB
issue-136	65	3	the	the	DET
issue-136	65	4	classic	classic	ADJ
issue-136	65	5	mvo	mvo	NOUN
issue-136	65	6	technique	technique	NOUN
issue-136	65	7	by	by	ADP
issue-136	65	8	solving	solve	VERB
issue-136	65	9	the	the	DET
issue-136	65	10	markowitz	markowitz	PROPN
issue-136	65	11	(	(	PUNCT
issue-136	65	12	1952	1952	NUM
issue-136	65	13	)	)	PUNCT
issue-136	65	14	quadratic	quadratic	ADJ
issue-136	65	15	programming	programming	NOUN
issue-136	65	16	problem	problem	NOUN
issue-136	65	17	(	(	PUNCT
issue-136	65	18	)	)	PUNCT
issue-136	65	19	2	2	NUM
issue-136	65	20	1	1	NUM
issue-136	65	21	,	,	PUNCT
issue-136	65	22	1	1	NUM
issue-136	65	23	1	1	NUM
issue-136	65	24	1	1	NUM
issue-136	65	25	max	max	PROPN
issue-136	65	26	n	n	PROPN
issue-136	65	27	n	n	ADV
issue-136	65	28	a	a	DET
issue-136	65	29	a	a	DET
issue-136	65	30	a	a	DET
issue-136	65	31	a	a	DET
issue-136	65	32	a	a	DET
issue-136	65	33	p	p	X
issue-136	65	34	p	p	X
issue-136	66	1	i	i	PRON
issue-136	66	2	i	i	PRON
issue-136	67	1	i	i	PRON
issue-136	67	2	j	j	VERB
issue-136	68	1	ij	ij	INTJ
issue-136	68	2	i	i	INTJ
issue-136	69	1	i	i	PRON
issue-136	70	1	jt	jt	PROPN
issue-136	70	2	t	t	PROPN
issue-136	70	3	u	u	NOUN
issue-136	70	4	r	r	NOUN
issue-136	70	5	w	w	NOUN
issue-136	70	6	r	r	NOUN
issue-136	70	7	w	w	PROPN
issue-136	70	8	w	w	PROPN
issue-136	70	9	r	r	NOUN
issue-136	70	10	r=	r=	ADJ
issue-136	70	11	=	=	PUNCT
issue-136	70	12	=	=	PUNCT
issue-136	71	1	−	−	PROPN
issue-136	71	2	=	=	SYM
issue-136	71	3	−	−	NOUN
issue-136	71	4	→∑	→∑	PUNCT
issue-136	71	5	∑σ	∑σ	PROPN
issue-136	71	6	σ	σ	NOUN
issue-136	71	7	,	,	PUNCT
issue-136	71	8	(	(	PUNCT
issue-136	71	9	6	6	NUM
issue-136	71	10	)	)	PUNCT
issue-136	71	11	subject	subject	NOUN
issue-136	71	12	to	to	ADP
issue-136	71	13	constraints	constraint	NOUN
issue-136	71	14	1	1	NUM
issue-136	71	15	1	1	NUM
issue-136	71	16	n	n	ADP
issue-136	71	17	a	a	PRON
issue-136	72	1	i	i	PRON
issue-136	72	2	i	i	PRON
issue-136	72	3	w	w	NOUN
issue-136	72	4	=	=	PUNCT
issue-136	73	1	=	=	NOUN
issue-136	73	2	∑	∑	PROPN
issue-136	73	3	,	,	PUNCT
issue-136	73	4	(	(	PUNCT
issue-136	73	5	7	7	X
issue-136	73	6	)	)	PUNCT
issue-136	73	7	0a	0a	PROPN
issue-136	73	8	iw	iw	NUM
issue-136	73	9	≥	≥	NOUN
issue-136	73	10	,	,	PUNCT
issue-136	73	11	(	(	PUNCT
issue-136	73	12	8a	8a	NOUN
issue-136	73	13	)	)	PUNCT
issue-136	73	14	where	where	SCONJ
issue-136	73	15	wi	wi	PROPN
issue-136	73	16	a	a	PRON
issue-136	73	17	is	be	AUX
issue-136	73	18	the	the	DET
issue-136	73	19	weight	weight	NOUN
issue-136	73	20	of	of	ADP
issue-136	73	21	i	i	PROPN
issue-136	73	22	-	-	PUNCT
issue-136	73	23	th	th	X
issue-136	73	24	asset	asset	NOUN
issue-136	73	25	in	in	ADP
issue-136	73	26	the	the	DET
issue-136	73	27	satellite	satellite	NOUN
issue-136	73	28	portfolio	portfolio	NOUN
issue-136	73	29	(	(	PUNCT
issue-136	73	30	the	the	DET
issue-136	73	31	optimization	optimization	NOUN
issue-136	73	32	variable	variable	NOUN
issue-136	73	33	)	)	PUNCT
issue-136	73	34	,	,	PUNCT
issue-136	73	35	rt	rt	PROPN
issue-136	73	36	is	be	AUX
issue-136	73	37	the	the	DET
issue-136	73	38	risk	risk	NOUN
issue-136	73	39	tolerance	tolerance	NOUN
issue-136	73	40	(	(	PUNCT
issue-136	73	41	a	a	DET
issue-136	73	42	subjective	subjective	ADJ
issue-136	73	43	value	value	NOUN
issue-136	73	44	that	that	PRON
issue-136	73	45	reflects	reflect	VERB
issue-136	73	46	the	the	DET
issue-136	73	47	investor	investor	NOUN
issue-136	73	48	’s	’s	PART
issue-136	73	49	risk	risk	NOUN
issue-136	73	50	aversion	aversion	NOUN
issue-136	73	51	)	)	PUNCT
issue-136	73	52	,	,	PUNCT
issue-136	73	53	rp	rp	NOUN
issue-136	73	54	,	,	PUNCT
issue-136	73	55	ri	ri	PROPN
issue-136	73	56	are	be	AUX
issue-136	73	57	the	the	DET
issue-136	73	58	expected	expect	VERB
issue-136	73	59	returns	return	NOUN
issue-136	73	60	on	on	ADP
issue-136	73	61	the	the	DET
issue-136	73	62	satellite	satellite	NOUN
issue-136	73	63	portfolio	portfolio	NOUN
issue-136	73	64	and	and	CCONJ
issue-136	73	65	i	i	PROPN
issue-136	73	66	-	-	PUNCT
issue-136	73	67	th	th	X
issue-136	73	68	asset	asset	NOUN
issue-136	73	69	respectively	respectively	ADV
issue-136	73	70	,	,	PUNCT
issue-136	73	71	σp	σp	SCONJ
issue-136	73	72	a	a	PRON
issue-136	73	73	is	be	AUX
issue-136	73	74	the	the	DET
issue-136	73	75	standard	standard	ADJ
issue-136	73	76	deviation	deviation	NOUN
issue-136	73	77	of	of	ADP
issue-136	73	78	the	the	DET
issue-136	73	79	satellite	satellite	NOUN
issue-136	73	80	portfolio	portfolio	NOUN
issue-136	73	81	,	,	PUNCT
issue-136	73	82	σij	σij	PROPN
issue-136	73	83	is	be	AUX
issue-136	73	84	the	the	DET
issue-136	73	85	covariance	covariance	NOUN
issue-136	73	86	between	between	ADP
issue-136	73	87	the	the	DET
issue-136	73	88	returns	return	NOUN
issue-136	73	89	of	of	ADP
issue-136	73	90	i	i	PROPN
issue-136	73	91	-	-	PUNCT
issue-136	73	92	th	th	X
issue-136	73	93	and	and	CCONJ
issue-136	73	94	j	j	PROPN
issue-136	73	95	-	-	PUNCT
issue-136	73	96	th	th	VERB
issue-136	73	97	assets	asset	NOUN
issue-136	73	98	.	.	PUNCT
issue-136	74	1	satellite	satellite	NOUN
issue-136	74	2	portfolio	portfolio	NOUN
issue-136	74	3	with	with	ADP
issue-136	74	4	short	short	ADJ
issue-136	74	5	positions	position	NOUN
issue-136	74	6	.	.	PUNCT
issue-136	75	1	as	as	SCONJ
issue-136	75	2	we	we	PRON
issue-136	75	3	can	can	AUX
issue-136	75	4	see	see	VERB
issue-136	75	5	,	,	PUNCT
issue-136	75	6	problems	problem	NOUN
issue-136	75	7	(	(	PUNCT
issue-136	75	8	3)–(5	3)–(5	NOUN
issue-136	75	9	)	)	PUNCT
issue-136	75	10	and	and	CCONJ
issue-136	75	11	(	(	PUNCT
issue-136	75	12	6)–(8a	6)–(8a	NOUN
issue-136	75	13	)	)	PUNCT
issue-136	75	14	are	be	AUX
issue-136	75	15	two	two	NUM
issue-136	75	16	quadratic	quadratic	ADJ
issue-136	75	17	programming	programming	NOUN
issue-136	75	18	problems	problem	NOUN
issue-136	75	19	,	,	PUNCT
issue-136	75	20	each	each	PRON
issue-136	75	21	of	of	ADP
issue-136	75	22	them	they	PRON
issue-136	75	23	can	can	AUX
issue-136	75	24	be	be	AUX
issue-136	75	25	solved	solve	VERB
issue-136	75	26	independently	independently	ADV
issue-136	75	27	,	,	PUNCT
issue-136	75	28	and	and	CCONJ
issue-136	75	29	both	both	DET
issue-136	75	30	solutions	solution	NOUN
issue-136	75	31	comply	comply	VERB
issue-136	75	32	with	with	ADP
issue-136	75	33	the	the	DET
issue-136	75	34	islamic	islamic	ADJ
issue-136	75	35	finance	finance	NOUN
issue-136	75	36	limitations	limitation	NOUN
issue-136	75	37	.	.	PUNCT
issue-136	76	1	that	that	PRON
issue-136	76	2	presents	present	VERB
issue-136	76	3	a	a	DET
issue-136	76	4	viable	viable	ADJ
issue-136	76	5	scenario	scenario	NOUN
issue-136	76	6	,	,	PUNCT
issue-136	76	7	however	however	ADV
issue-136	76	8	from	from	ADP
issue-136	76	9	the	the	DET
issue-136	76	10	perspective	perspective	NOUN
issue-136	76	11	of	of	ADP
issue-136	76	12	the	the	DET
issue-136	76	13	entire	entire	ADJ
issue-136	76	14	portfolio	portfolio	NOUN
issue-136	76	15	we	we	PRON
issue-136	76	16	can	can	AUX
issue-136	76	17	try	try	VERB
issue-136	76	18	to	to	PART
issue-136	76	19	reach	reach	VERB
issue-136	76	20	a	a	DET
issue-136	76	21	better	well	ADJ
issue-136	76	22	combined	combine	VERB
issue-136	76	23	outcome	outcome	NOUN
issue-136	76	24	.	.	PUNCT
issue-136	77	1	note	note	VERB
issue-136	77	2	that	that	PRON
issue-136	77	3	constraint	constraint	NOUN
issue-136	77	4	(	(	PUNCT
issue-136	77	5	8a	8a	NUM
issue-136	77	6	)	)	PUNCT
issue-136	77	7	in	in	ADP
issue-136	77	8	fact	fact	NOUN
issue-136	77	9	does	do	AUX
issue-136	77	10	n’t	not	PART
issue-136	77	11	represent	represent	VERB
issue-136	77	12	an	an	DET
issue-136	77	13	actual	actual	ADJ
issue-136	77	14	limitation	limitation	NOUN
issue-136	77	15	,	,	PUNCT
issue-136	77	16	since	since	SCONJ
issue-136	77	17	we	we	PRON
issue-136	77	18	are	be	AUX
issue-136	77	19	only	only	ADV
issue-136	77	20	required	require	VERB
issue-136	77	21	to	to	PART
issue-136	77	22	restrict	restrict	VERB
issue-136	77	23	the	the	DET
issue-136	77	24	short	short	ADJ
issue-136	77	25	selling	selling	NOUN
issue-136	77	26	on	on	ADP
issue-136	77	27	the	the	DET
issue-136	77	28	combined	combined	ADJ
issue-136	77	29	portfolio	portfolio	NOUN
issue-136	77	30	basis	basis	NOUN
issue-136	77	31	,	,	PUNCT
issue-136	77	32	and	and	CCONJ
issue-136	77	33	as	as	ADV
issue-136	77	34	far	far	ADV
issue-136	77	35	as	as	SCONJ
issue-136	77	36	we	we	PRON
issue-136	77	37	have	have	VERB
issue-136	77	38	some	some	DET
issue-136	77	39	allocation	allocation	NOUN
issue-136	77	40	to	to	ADP
issue-136	77	41	i	i	PRON
issue-136	77	42	-	-	PUNCT
issue-136	77	43	th	th	X
issue-136	77	44	asset	asset	NOUN
issue-136	77	45	in	in	ADP
issue-136	77	46	the	the	DET
issue-136	77	47	core	core	NOUN
issue-136	77	48	portfolio	portfolio	NOUN
issue-136	77	49	we	we	PRON
issue-136	77	50	can	can	AUX
issue-136	77	51	have	have	VERB
issue-136	77	52	a	a	DET
issue-136	77	53	negative	negative	ADJ
issue-136	77	54	weight	weight	NOUN
issue-136	77	55	in	in	ADP
issue-136	77	56	the	the	DET
issue-136	77	57	satellite	satellite	NOUN
issue-136	77	58	portfolio	portfolio	NOUN
issue-136	77	59	:	:	PUNCT
issue-136	78	1	(	(	PUNCT
issue-136	78	2	)	)	PUNCT
issue-136	78	3	1	1	NUM
issue-136	78	4	0a	0a	NOUN
issue-136	79	1	c	c	NOUN
issue-136	80	1	i	i	PRON
issue-136	80	2	iw	iw	VERB
issue-136	80	3	w+	w+	PUNCT
issue-136	80	4	−	−	PROPN
issue-136	80	5	≥λ	≥λ	ADJ
issue-136	80	6	λ	λ	PROPN
issue-136	80	7	,	,	PUNCT
issue-136	80	8	baltic	baltic	ADJ
issue-136	80	9	journal	journal	PROPN
issue-136	80	10	of	of	ADP
issue-136	80	11	economic	economic	ADJ
issue-136	80	12	studies	study	NOUN
issue-136	80	13	92	92	NUM
issue-136	80	14	vol	vol	NOUN
issue-136	80	15	.	.	PROPN
issue-136	81	1	2	2	NUM
issue-136	81	2	,	,	PUNCT
issue-136	81	3	no	no	INTJ
issue-136	81	4	.	.	NOUN
issue-136	81	5	4	4	NUM
issue-136	81	6	,	,	PUNCT
issue-136	81	7	2016	2016	NUM
issue-136	81	8	therefore	therefore	ADV
issue-136	81	9	we	we	PRON
issue-136	81	10	can	can	AUX
issue-136	81	11	relax	relax	VERB
issue-136	81	12	the	the	DET
issue-136	81	13	constraint	constraint	NOUN
issue-136	81	14	(	(	PUNCT
issue-136	81	15	8a	8a	NUM
issue-136	81	16	)	)	PUNCT
issue-136	81	17	as	as	SCONJ
issue-136	81	18	follows	follow	VERB
issue-136	81	19	:	:	PUNCT
issue-136	82	1	1a	1a	NUM
issue-136	82	2	c	c	VERB
issue-136	83	1	i	i	PRON
issue-136	83	2	iw	iw	VERB
issue-136	83	3	w−	w−	PROPN
issue-136	83	4	≥	≥	NOUN
issue-136	83	5	−	−	PROPN
issue-136	83	6	λ	λ	INTJ
issue-136	83	7	λ	λ	PROPN
issue-136	83	8	.	.	PUNCT
issue-136	84	1	(	(	PUNCT
issue-136	84	2	8b	8b	NUM
issue-136	84	3	)	)	PUNCT
issue-136	84	4	it	it	PRON
issue-136	84	5	should	should	AUX
issue-136	84	6	be	be	AUX
issue-136	84	7	noted	note	VERB
issue-136	84	8	that	that	SCONJ
issue-136	84	9	in	in	ADP
issue-136	84	10	the	the	DET
issue-136	84	11	prober	prober	PROPN
issue-136	84	12	alpha	alpha	NOUN
issue-136	84	13	-	-	PUNCT
issue-136	84	14	generating	generate	VERB
issue-136	84	15	case	case	NOUN
issue-136	84	16	the	the	DET
issue-136	84	17	model	model	NOUN
issue-136	84	18	(	(	PUNCT
issue-136	84	19	6)–(8b	6)–(8b	PROPN
issue-136	84	20	)	)	PUNCT
issue-136	84	21	should	should	AUX
issue-136	84	22	be	be	AUX
issue-136	84	23	superior	superior	ADJ
issue-136	84	24	to	to	ADP
issue-136	84	25	the	the	DET
issue-136	84	26	model	model	NOUN
issue-136	84	27	(	(	PUNCT
issue-136	84	28	6)–(8a	6)–(8a	NUM
issue-136	84	29	)	)	PUNCT
issue-136	84	30	,	,	PUNCT
issue-136	84	31	because	because	SCONJ
issue-136	84	32	it	it	PRON
issue-136	84	33	expands	expand	VERB
issue-136	84	34	the	the	DET
issue-136	84	35	feasible	feasible	ADJ
issue-136	84	36	solutions	solution	NOUN
issue-136	84	37	set	set	VERB
issue-136	84	38	.	.	PUNCT
issue-136	85	1	however	however	ADV
issue-136	85	2	,	,	PUNCT
issue-136	85	3	in	in	ADP
issue-136	85	4	practice	practice	NOUN
issue-136	85	5	the	the	DET
issue-136	85	6	model	model	NOUN
issue-136	85	7	largely	largely	ADV
issue-136	85	8	depends	depend	VERB
issue-136	85	9	on	on	ADP
issue-136	85	10	the	the	DET
issue-136	85	11	ability	ability	NOUN
issue-136	85	12	to	to	PART
issue-136	85	13	forecast	forecast	VERB
issue-136	85	14	the	the	DET
issue-136	85	15	expected	expect	VERB
issue-136	85	16	returns	return	NOUN
issue-136	85	17	,	,	PUNCT
issue-136	85	18	and	and	CCONJ
issue-136	85	19	failure	failure	NOUN
issue-136	85	20	to	to	PART
issue-136	85	21	do	do	AUX
issue-136	85	22	so	so	ADV
issue-136	85	23	leads	lead	VERB
issue-136	85	24	to	to	ADP
issue-136	85	25	the	the	DET
issue-136	85	26	negative	negative	ADJ
issue-136	85	27	-	-	PUNCT
issue-136	85	28	alpha	alpha	NOUN
issue-136	85	29	solution	solution	NOUN
issue-136	85	30	,	,	PUNCT
issue-136	85	31	in	in	ADP
issue-136	85	32	that	that	DET
issue-136	85	33	case	case	NOUN
issue-136	85	34	the	the	DET
issue-136	85	35	model	model	NOUN
issue-136	85	36	(	(	PUNCT
issue-136	85	37	6)–(8b	6)–(8b	PROPN
issue-136	85	38	)	)	PUNCT
issue-136	85	39	can	can	AUX
issue-136	85	40	potentially	potentially	ADV
issue-136	85	41	lead	lead	VERB
issue-136	85	42	to	to	ADP
issue-136	85	43	a	a	DET
issue-136	85	44	greater	great	ADJ
issue-136	85	45	value	value	NOUN
issue-136	85	46	destruction	destruction	NOUN
issue-136	85	47	.	.	PUNCT
issue-136	86	1	finally	finally	ADV
issue-136	86	2	,	,	PUNCT
issue-136	86	3	another	another	DET
issue-136	86	4	practical	practical	ADJ
issue-136	86	5	trick	trick	NOUN
issue-136	86	6	that	that	PRON
issue-136	86	7	can	can	AUX
issue-136	86	8	be	be	AUX
issue-136	86	9	added	add	VERB
issue-136	86	10	to	to	ADP
issue-136	86	11	the	the	DET
issue-136	86	12	portfolio	portfolio	NOUN
issue-136	86	13	management	management	NOUN
issue-136	86	14	strategy	strategy	NOUN
issue-136	86	15	relates	relate	VERB
issue-136	86	16	to	to	ADP
issue-136	86	17	the	the	DET
issue-136	86	18	rebalancing	rebalancing	NOUN
issue-136	86	19	.	.	PUNCT
issue-136	87	1	as	as	SCONJ
issue-136	87	2	the	the	DET
issue-136	87	3	times	time	NOUN
issue-136	87	4	passes	pass	VERB
issue-136	87	5	the	the	DET
issue-136	87	6	asset	asset	NOUN
issue-136	87	7	prices	price	NOUN
issue-136	87	8	change	change	VERB
issue-136	87	9	,	,	PUNCT
issue-136	87	10	so	so	CCONJ
issue-136	87	11	the	the	DET
issue-136	87	12	actual	actual	ADJ
issue-136	87	13	asset	asset	NOUN
issue-136	87	14	weights	weight	NOUN
issue-136	87	15	in	in	ADP
issue-136	87	16	the	the	DET
issue-136	87	17	portfolio	portfolio	NOUN
issue-136	87	18	deviate	deviate	VERB
issue-136	87	19	from	from	ADP
issue-136	87	20	the	the	DET
issue-136	87	21	optimal	optimal	ADJ
issue-136	87	22	solutions	solution	NOUN
issue-136	87	23	generated	generate	VERB
issue-136	87	24	at	at	ADP
issue-136	87	25	some	some	DET
issue-136	87	26	date	date	NOUN
issue-136	87	27	in	in	ADP
issue-136	87	28	the	the	DET
issue-136	87	29	past	past	NOUN
issue-136	87	30	.	.	PUNCT
issue-136	88	1	moreover	moreover	ADV
issue-136	88	2	,	,	PUNCT
issue-136	88	3	the	the	DET
issue-136	88	4	optimal	optimal	ADJ
issue-136	88	5	solution	solution	NOUN
issue-136	88	6	at	at	ADP
issue-136	88	7	the	the	DET
issue-136	88	8	new	new	ADJ
issue-136	88	9	date	date	NOUN
issue-136	88	10	is	be	AUX
issue-136	88	11	not	not	PART
issue-136	88	12	the	the	DET
issue-136	88	13	same	same	ADJ
issue-136	88	14	as	as	SCONJ
issue-136	88	15	it	it	PRON
issue-136	88	16	was	be	AUX
issue-136	88	17	before	before	ADV
issue-136	88	18	,	,	PUNCT
issue-136	88	19	so	so	ADV
issue-136	88	20	the	the	DET
issue-136	88	21	manager	manager	NOUN
issue-136	88	22	needs	need	VERB
issue-136	88	23	to	to	PART
issue-136	88	24	periodically	periodically	ADV
issue-136	88	25	solve	solve	VERB
issue-136	88	26	problems	problem	NOUN
issue-136	88	27	(	(	PUNCT
issue-136	88	28	3)–(5	3)–(5	NOUN
issue-136	88	29	)	)	PUNCT
issue-136	88	30	and	and	CCONJ
issue-136	88	31	(	(	PUNCT
issue-136	88	32	6)–(8	6)–(8	NUM
issue-136	88	33	)	)	PUNCT
issue-136	88	34	to	to	PART
issue-136	88	35	derive	derive	VERB
issue-136	88	36	the	the	DET
issue-136	88	37	new	new	ADJ
issue-136	88	38	optimal	optimal	ADJ
issue-136	88	39	weights	weight	NOUN
issue-136	88	40	and	and	CCONJ
issue-136	88	41	rebalance	rebalance	VERB
issue-136	88	42	the	the	DET
issue-136	88	43	port	port	NOUN
issue-136	88	44	-	-	PUNCT
issue-136	88	45	folio	folio	NOUN
issue-136	88	46	.	.	PUNCT
issue-136	89	1	however	however	ADV
issue-136	89	2	,	,	PUNCT
issue-136	89	3	frequent	frequent	ADJ
issue-136	89	4	rebalancing	rebalancing	NOUN
issue-136	89	5	may	may	AUX
issue-136	89	6	lead	lead	VERB
issue-136	89	7	to	to	ADP
issue-136	89	8	the	the	DET
issue-136	89	9	excess	excess	ADJ
issue-136	89	10	trading	trading	NOUN
issue-136	89	11	volume	volume	NOUN
issue-136	89	12	,	,	PUNCT
issue-136	89	13	and	and	CCONJ
issue-136	89	14	even	even	ADV
issue-136	89	15	to	to	AUX
issue-136	89	16	buying	buying	NOUN
issue-136	89	17	-	-	PUNCT
issue-136	89	18	selling	sell	VERB
issue-136	89	19	the	the	DET
issue-136	89	20	same	same	ADJ
issue-136	89	21	asset	asset	NOUN
issue-136	89	22	over	over	ADP
issue-136	89	23	and	and	CCONJ
issue-136	89	24	over	over	ADV
issue-136	89	25	again	again	ADV
issue-136	89	26	.	.	PUNCT
issue-136	90	1	a	a	DET
issue-136	90	2	practical	practical	ADJ
issue-136	90	3	trick	trick	NOUN
issue-136	90	4	mentioned	mention	VERB
issue-136	90	5	above	above	ADV
issue-136	90	6	is	be	AUX
issue-136	90	7	smoothing	smooth	VERB
issue-136	90	8	,	,	PUNCT
issue-136	90	9	i.e.	i.e.	X
issue-136	90	10	re	re	VERB
issue-136	90	11	-	-	NOUN
issue-136	90	12	balancing	balance	VERB
issue-136	90	13	only	only	ADV
issue-136	90	14	a	a	DET
issue-136	90	15	part	part	NOUN
issue-136	90	16	of	of	ADP
issue-136	90	17	the	the	DET
issue-136	90	18	portfolio	portfolio	NOUN
issue-136	90	19	on	on	ADP
issue-136	90	20	each	each	DET
issue-136	90	21	rebalancing	rebalancing	NOUN
issue-136	90	22	date	date	NOUN
issue-136	90	23	,	,	PUNCT
issue-136	90	24	for	for	ADP
issue-136	90	25	example	example	NOUN
issue-136	90	26	at	at	ADP
issue-136	90	27	date	date	NOUN
issue-136	90	28	t	t	X
issue-136	90	29	the	the	DET
issue-136	90	30	actual	actual	ADJ
issue-136	90	31	port	port	NOUN
issue-136	90	32	-	-	PUNCT
issue-136	90	33	folio	folio	NOUN
issue-136	90	34	weights	weight	NOUN
issue-136	90	35	can	can	AUX
issue-136	90	36	be	be	AUX
issue-136	90	37	calculated	calculate	VERB
issue-136	90	38	as	as	SCONJ
issue-136	90	39	follows	follow	VERB
issue-136	90	40	:	:	PUNCT
issue-136	90	41	(	(	PUNCT
issue-136	90	42	)	)	PUNCT
issue-136	90	43	*	*	PUNCT
issue-136	90	44	11	11	NUM
issue-136	90	45	t	t	NOUN
issue-136	90	46	t	t	NOUN
issue-136	91	1	i	i	PRON
issue-136	92	1	i	i	INTJ
issue-136	92	2	ir	ir	VERB
issue-136	92	3	r	r	NOUN
issue-136	92	4	r	r	NOUN
issue-136	92	5	−=	−=	NOUN
issue-136	92	6	−	−	PROPN
issue-136	92	7	+	+	PROPN
issue-136	92	8	δ	δ	PROPN
issue-136	92	9	δ	δ	PROPN
issue-136	92	10	,	,	PUNCT
issue-136	92	11	(	(	PUNCT
issue-136	92	12	9	9	X
issue-136	92	13	)	)	PUNCT
issue-136	92	14	where	where	SCONJ
issue-136	92	15	ri	ri	PROPN
issue-136	92	16	t	t	PROPN
issue-136	92	17	,	,	PUNCT
issue-136	92	18	ri	ri	PROPN
issue-136	92	19	t–1	t–1	X
issue-136	92	20	are	be	AUX
issue-136	92	21	the	the	DET
issue-136	92	22	i	i	PROPN
issue-136	92	23	-	-	PUNCT
issue-136	92	24	th	th	X
issue-136	92	25	asset	asset	NOUN
issue-136	92	26	weights	weight	NOUN
issue-136	92	27	in	in	ADP
issue-136	92	28	the	the	DET
issue-136	92	29	combined	combined	ADJ
issue-136	92	30	portfolio	portfolio	NOUN
issue-136	92	31	at	at	ADP
issue-136	92	32	dates	date	NOUN
issue-136	92	33	t	t	PROPN
issue-136	92	34	and	and	CCONJ
issue-136	92	35	(	(	PUNCT
issue-136	92	36	t	t	PROPN
issue-136	92	37	–	–	PUNCT
issue-136	92	38	1	1	NUM
issue-136	92	39	)	)	PUNCT
issue-136	92	40	respectively	respectively	ADV
issue-136	92	41	,	,	PUNCT
issue-136	92	42	ri	ri	PROPN
issue-136	92	43	*	*	PUNCT
issue-136	92	44	is	be	AUX
issue-136	92	45	the	the	DET
issue-136	92	46	weight	weight	NOUN
issue-136	92	47	calculated	calculate	VERB
issue-136	92	48	with	with	ADP
issue-136	92	49	(	(	PUNCT
issue-136	92	50	1	1	NUM
issue-136	92	51	)	)	PUNCT
issue-136	92	52	based	base	VERB
issue-136	92	53	on	on	ADP
issue-136	92	54	optimal	optimal	ADJ
issue-136	92	55	solutions	solution	NOUN
issue-136	92	56	of	of	ADP
issue-136	92	57	(	(	PUNCT
issue-136	92	58	3)–(5	3)–(5	NOUN
issue-136	92	59	)	)	PUNCT
issue-136	92	60	and	and	CCONJ
issue-136	92	61	(	(	PUNCT
issue-136	92	62	6)–(8	6)–(8	NUM
issue-136	92	63	)	)	PUNCT
issue-136	92	64	,	,	PUNCT
issue-136	92	65	δ	δ	PROPN
issue-136	92	66	is	be	AUX
issue-136	92	67	the	the	DET
issue-136	92	68	smoothing	smooth	VERB
issue-136	92	69	factor	factor	NOUN
issue-136	92	70	,	,	PUNCT
issue-136	92	71	where	where	SCONJ
issue-136	92	72	δ≤0≤1	δ≤0≤1	NOUN
issue-136	92	73	and	and	CCONJ
issue-136	92	74	δ=0	δ=0	PROPN
issue-136	92	75	means	mean	VERB
issue-136	92	76	no	no	DET
issue-136	92	77	smoothing	smoothing	NOUN
issue-136	92	78	.	.	PUNCT
issue-136	93	1	3	3	X
issue-136	93	2	.	.	X
issue-136	93	3	portfolio	portfolio	NOUN
issue-136	93	4	construction	construction	NOUN
issue-136	93	5	procedure	procedure	NOUN
issue-136	93	6	the	the	DET
issue-136	93	7	inception	inception	ADJ
issue-136	93	8	date	date	NOUN
issue-136	93	9	for	for	ADP
issue-136	93	10	the	the	DET
issue-136	93	11	portfolio	portfolio	NOUN
issue-136	93	12	construction	construction	NOUN
issue-136	93	13	is	be	AUX
issue-136	93	14	september	september	PROPN
issue-136	93	15	1	1	NUM
issue-136	93	16	,	,	PUNCT
issue-136	93	17	2013	2013	NUM
issue-136	93	18	,	,	PUNCT
issue-136	93	19	and	and	CCONJ
issue-136	93	20	all	all	DET
issue-136	93	21	the	the	DET
issue-136	93	22	portfolios	portfolio	NOUN
issue-136	93	23	considered	consider	VERB
issue-136	93	24	later	later	ADV
issue-136	93	25	are	be	AUX
issue-136	93	26	created	create	VERB
issue-136	93	27	at	at	ADP
issue-136	93	28	that	that	DET
issue-136	93	29	date	date	NOUN
issue-136	93	30	.	.	PUNCT
issue-136	94	1	it	it	PRON
issue-136	94	2	’s	’s	AUX
issue-136	94	3	assumed	assume	VERB
issue-136	94	4	that	that	SCONJ
issue-136	94	5	the	the	DET
issue-136	94	6	fund	fund	NOUN
issue-136	94	7	has	have	AUX
issue-136	94	8	been	be	AUX
issue-136	94	9	already	already	ADV
issue-136	94	10	invested	invest	VERB
issue-136	94	11	by	by	ADP
issue-136	94	12	that	that	DET
issue-136	94	13	date	date	NOUN
issue-136	94	14	,	,	PUNCT
issue-136	94	15	and	and	CCONJ
issue-136	94	16	the	the	DET
issue-136	94	17	initial	initial	ADJ
issue-136	94	18	investment	investment	NOUN
issue-136	94	19	is	be	AUX
issue-136	94	20	assumed	assume	VERB
issue-136	94	21	to	to	PART
issue-136	94	22	be	be	AUX
issue-136	94	23	$	$	SYM
issue-136	94	24	1,000,000	1,000,000	NUM
issue-136	94	25	(	(	PUNCT
issue-136	94	26	for	for	ADP
issue-136	94	27	our	our	PRON
issue-136	94	28	purposes	purpose	NOUN
issue-136	94	29	we	we	PRON
issue-136	94	30	can	can	AUX
issue-136	94	31	assume	assume	VERB
issue-136	94	32	that	that	SCONJ
issue-136	94	33	the	the	DET
issue-136	94	34	results	result	NOUN
issue-136	94	35	presented	present	VERB
issue-136	94	36	in	in	ADP
issue-136	94	37	this	this	DET
issue-136	94	38	paper	paper	NOUN
issue-136	94	39	can	can	AUX
issue-136	94	40	be	be	AUX
issue-136	94	41	scaled	scale	VERB
issue-136	94	42	to	to	ADP
issue-136	94	43	any	any	DET
issue-136	94	44	reasonable	reasonable	ADJ
issue-136	94	45	fund	fund	NOUN
issue-136	94	46	size	size	NOUN
issue-136	94	47	by	by	ADP
issue-136	94	48	multiplying	multiply	VERB
issue-136	94	49	them	they	PRON
issue-136	94	50	by	by	ADP
issue-136	94	51	the	the	DET
issue-136	94	52	actual	actual	ADJ
issue-136	94	53	fund	fund	NOUN
issue-136	94	54	size	size	NOUN
issue-136	94	55	in	in	ADP
issue-136	94	56	million	million	NUM
issue-136	94	57	u.s	u.s	PROPN
issue-136	94	58	.	.	PROPN
issue-136	94	59	dollars	dollar	NOUN
issue-136	94	60	)	)	PUNCT
issue-136	94	61	.	.	PUNCT
issue-136	95	1	we	we	PRON
issue-136	95	2	consider	consider	VERB
issue-136	95	3	32	32	NUM
issue-136	95	4	large	large	ADJ
issue-136	95	5	-	-	PUNCT
issue-136	95	6	cap	cap	NOUN
issue-136	95	7	u.s	u.s	PROPN
issue-136	95	8	.	.	PROPN
issue-136	95	9	stocks	stock	NOUN
issue-136	95	10	that	that	PRON
issue-136	95	11	comply	comply	VERB
issue-136	95	12	with	with	ADP
issue-136	95	13	the	the	DET
issue-136	95	14	islamic	islamic	ADJ
issue-136	95	15	finance	finance	NOUN
issue-136	95	16	principles	principle	NOUN
issue-136	95	17	,	,	PUNCT
issue-136	95	18	notably	notably	ADV
issue-136	95	19	the	the	DET
issue-136	95	20	companies	company	NOUN
issue-136	95	21	not	not	PART
issue-136	95	22	involved	involve	VERB
issue-136	95	23	in	in	ADP
issue-136	95	24	alcohol	alcohol	NOUN
issue-136	95	25	,	,	PUNCT
issue-136	95	26	tobacco	tobacco	NOUN
issue-136	95	27	,	,	PUNCT
issue-136	95	28	gambling	gambling	NOUN
issue-136	95	29	,	,	PUNCT
issue-136	95	30	defense	defense	NOUN
issue-136	95	31	,	,	PUNCT
issue-136	95	32	as	as	ADV
issue-136	95	33	well	well	ADV
issue-136	95	34	as	as	SCONJ
issue-136	95	35	we	we	PRON
issue-136	95	36	exclude	exclude	VERB
issue-136	95	37	financial	financial	ADJ
issue-136	95	38	firms	firm	NOUN
issue-136	95	39	since	since	SCONJ
issue-136	95	40	they	they	PRON
issue-136	95	41	are	be	AUX
issue-136	95	42	likely	likely	ADJ
issue-136	95	43	to	to	PART
issue-136	95	44	be	be	AUX
issue-136	95	45	involved	involve	VERB
issue-136	95	46	into	into	ADP
issue-136	95	47	interest	interest	NOUN
issue-136	95	48	-	-	PUNCT
issue-136	95	49	based	base	VERB
issue-136	95	50	transactions	transaction	NOUN
issue-136	95	51	.	.	PUNCT
issue-136	96	1	the	the	DET
issue-136	96	2	resulting	result	VERB
issue-136	96	3	set	set	NOUN
issue-136	96	4	consists	consist	VERB
issue-136	96	5	of	of	ADP
issue-136	96	6	the	the	DET
issue-136	96	7	following	follow	VERB
issue-136	96	8	stocks	stock	NOUN
issue-136	96	9	,	,	PUNCT
issue-136	96	10	which	which	PRON
issue-136	96	11	are	be	AUX
issue-136	96	12	used	use	VERB
issue-136	96	13	to	to	PART
issue-136	96	14	create	create	VERB
issue-136	96	15	the	the	DET
issue-136	96	16	core	core	NOUN
issue-136	96	17	portfolio	portfolio	NOUN
issue-136	96	18	:	:	PUNCT
issue-136	96	19	aapl	aapl	PROPN
issue-136	96	20	,	,	PUNCT
issue-136	96	21	avp	avp	PROPN
issue-136	96	22	,	,	PUNCT
issue-136	96	23	bax	bax	PROPN
issue-136	96	24	,	,	PUNCT
issue-136	96	25	bhi	bhi	PROPN
issue-136	96	26	,	,	PUNCT
issue-136	96	27	bmy	bmy	PROPN
issue-136	96	28	,	,	PUNCT
issue-136	96	29	cl	cl	NOUN
issue-136	96	30	,	,	PUNCT
issue-136	96	31	cvs	cvs	PROPN
issue-136	96	32	,	,	PUNCT
issue-136	96	33	cvx	cvx	PROPN
issue-136	96	34	,	,	PUNCT
issue-136	96	35	emc	emc	PROPN
issue-136	96	36	,	,	PUNCT
issue-136	96	37	fdx	fdx	PROPN
issue-136	96	38	,	,	PUNCT
issue-136	96	39	goog	goog	PROPN
issue-136	96	40	,	,	PUNCT
issue-136	96	41	hal	hal	PROPN
issue-136	96	42	,	,	PUNCT
issue-136	96	43	hd	hd	PROPN
issue-136	96	44	,	,	PUNCT
issue-136	96	45	ibm	ibm	PROPN
issue-136	96	46	,	,	PUNCT
issue-136	96	47	intc	intc	NOUN
issue-136	96	48	,	,	PUNCT
issue-136	96	49	jnj	jnj	PROPN
issue-136	96	50	,	,	PUNCT
issue-136	96	51	low	low	ADJ
issue-136	96	52	,	,	PUNCT
issue-136	96	53	mcd	mcd	NOUN
issue-136	96	54	,	,	PUNCT
issue-136	96	55	mmm	mmm	PROPN
issue-136	96	56	,	,	PUNCT
issue-136	96	57	mrk	mrk	PROPN
issue-136	96	58	,	,	PUNCT
issue-136	96	59	nke	nke	PROPN
issue-136	96	60	,	,	PUNCT
issue-136	96	61	pep	pep	NOUN
issue-136	96	62	,	,	PUNCT
issue-136	96	63	pfe	pfe	PROPN
issue-136	96	64	,	,	PUNCT
issue-136	96	65	pg	pg	INTJ
issue-136	96	66	,	,	PUNCT
issue-136	96	67	qcom	qcom	PROPN
issue-136	96	68	,	,	PUNCT
issue-136	96	69	orcl	orcl	NOUN
issue-136	96	70	,	,	PUNCT
issue-136	96	71	sbux	sbux	NOUN
issue-136	96	72	,	,	PUNCT
issue-136	96	73	txn	txn	PROPN
issue-136	96	74	,	,	PUNCT
issue-136	96	75	ups	up	NOUN
issue-136	96	76	,	,	PUNCT
issue-136	96	77	wba	wba	PROPN
issue-136	96	78	,	,	PUNCT
issue-136	96	79	xom	xom	PROPN
issue-136	96	80	.	.	PUNCT
issue-136	97	1	the	the	DET
issue-136	97	2	satellite	satellite	NOUN
issue-136	97	3	portfolio	portfolio	NOUN
issue-136	97	4	is	be	AUX
issue-136	97	5	created	create	VERB
issue-136	97	6	using	use	VERB
issue-136	97	7	a	a	DET
issue-136	97	8	smaller	small	ADJ
issue-136	97	9	set	set	NOUN
issue-136	97	10	:	:	PUNCT
issue-136	97	11	aapl	aapl	PROPN
issue-136	97	12	,	,	PUNCT
issue-136	97	13	cvx	cvx	PROPN
issue-136	97	14	,	,	PUNCT
issue-136	97	15	goog	goog	PROPN
issue-136	97	16	,	,	PUNCT
issue-136	97	17	jnj	jnj	PROPN
issue-136	97	18	,	,	PUNCT
issue-136	97	19	nke	nke	PROPN
issue-136	97	20	,	,	PUNCT
issue-136	97	21	pep	pep	NOUN
issue-136	97	22	,	,	PUNCT
issue-136	97	23	pfe	pfe	PROPN
issue-136	97	24	,	,	PUNCT
issue-136	97	25	pg	pg	INTJ
issue-136	97	26	,	,	PUNCT
issue-136	97	27	ups	up	NOUN
issue-136	97	28	,	,	PUNCT
issue-136	97	29	and	and	CCONJ
issue-136	97	30	xom	xom	PROPN
issue-136	97	31	.	.	PUNCT
issue-136	98	1	the	the	DET
issue-136	98	2	benchmark	benchmark	NOUN
issue-136	98	3	is	be	AUX
issue-136	98	4	the	the	DET
issue-136	98	5	dow	dow	PROPN
issue-136	98	6	jones	jones	PROPN
issue-136	98	7	islamic	islamic	PROPN
issue-136	98	8	market	market	PROPN
issue-136	98	9	u.s	u.s	PROPN
issue-136	98	10	.	.	PROPN
issue-136	98	11	index	index	NOUN
issue-136	98	12	(	(	PUNCT
issue-136	98	13	^imus	^imus	X
issue-136	98	14	on	on	ADP
issue-136	98	15	yahoo	yahoo	PROPN
issue-136	98	16	!	!	PROPN
issue-136	98	17	finance	finance	PROPN
issue-136	98	18	)	)	PUNCT
issue-136	98	19	.	.	PUNCT
issue-136	99	1	the	the	DET
issue-136	99	2	core	core	NOUN
issue-136	99	3	portfolio	portfolio	NOUN
issue-136	99	4	is	be	AUX
issue-136	99	5	created	create	VERB
issue-136	99	6	by	by	ADP
issue-136	99	7	solving	solve	VERB
issue-136	99	8	problem	problem	NOUN
issue-136	99	9	(	(	PUNCT
issue-136	99	10	3)–(5	3)–(5	NOUN
issue-136	99	11	)	)	PUNCT
issue-136	99	12	and	and	CCONJ
issue-136	99	13	the	the	DET
issue-136	99	14	satellite	satellite	NOUN
issue-136	99	15	portfolio	portfolio	NOUN
issue-136	99	16	is	be	AUX
issue-136	99	17	created	create	VERB
issue-136	99	18	by	by	ADP
issue-136	99	19	solving	solve	VERB
issue-136	99	20	problems	problem	NOUN
issue-136	99	21	(	(	PUNCT
issue-136	99	22	6)–(8a	6)–(8a	NUM
issue-136	99	23	)	)	PUNCT
issue-136	99	24	or	or	CCONJ
issue-136	99	25	(	(	PUNCT
issue-136	99	26	6)–(8b	6)–(8b	PROPN
issue-136	99	27	)	)	PUNCT
issue-136	99	28	with	with	ADP
issue-136	99	29	rt=0.2	rt=0.2	NOUN
issue-136	99	30	,	,	PUNCT
issue-136	99	31	after	after	SCONJ
issue-136	99	32	that	that	PRON
issue-136	99	33	two	two	NUM
issue-136	99	34	parts	part	NOUN
issue-136	99	35	are	be	AUX
issue-136	99	36	combined	combine	VERB
issue-136	99	37	using	use	VERB
issue-136	99	38	formula	formula	NOUN
issue-136	99	39	(	(	PUNCT
issue-136	99	40	1	1	NUM
issue-136	99	41	)	)	PUNCT
issue-136	99	42	.	.	PUNCT
issue-136	100	1	in	in	ADP
issue-136	100	2	our	our	PRON
issue-136	100	3	base	base	NOUN
issue-136	100	4	care	care	NOUN
issue-136	100	5	we	we	PRON
issue-136	100	6	use	use	VERB
issue-136	100	7	λ=0.2	λ=0.2	NOUN
issue-136	100	8	in	in	ADP
issue-136	100	9	(	(	PUNCT
issue-136	100	10	1	1	NUM
issue-136	100	11	)	)	PUNCT
issue-136	100	12	,	,	PUNCT
issue-136	100	13	and	and	CCONJ
issue-136	100	14	later	later	ADV
issue-136	100	15	we	we	PRON
issue-136	100	16	will	will	AUX
issue-136	100	17	investigate	investigate	VERB
issue-136	100	18	the	the	DET
issue-136	100	19	impact	impact	NOUN
issue-136	100	20	of	of	ADP
issue-136	100	21	a	a	DET
issue-136	100	22	different	different	ADJ
issue-136	100	23	values	value	NOUN
issue-136	100	24	of	of	ADP
issue-136	100	25	λ	λ	PROPN
issue-136	100	26	.	.	PUNCT
issue-136	100	27	a	a	DET
issue-136	100	28	more	more	ADV
issue-136	100	29	sophisticated	sophisticated	ADJ
issue-136	100	30	approach	approach	NOUN
issue-136	100	31	would	would	AUX
issue-136	100	32	be	be	AUX
issue-136	100	33	to	to	PART
issue-136	100	34	adjust	adjust	VERB
issue-136	100	35	it	it	PRON
issue-136	100	36	dynamically	dynamically	ADV
issue-136	100	37	as	as	SCONJ
issue-136	100	38	suggested	suggest	VERB
issue-136	100	39	in	in	ADP
issue-136	100	40	caliman	caliman	NOUN
issue-136	100	41	(	(	PUNCT
issue-136	100	42	2013	2013	NUM
issue-136	100	43	)	)	PUNCT
issue-136	100	44	.	.	PUNCT
issue-136	101	1	during	during	ADP
issue-136	101	2	subsequent	subsequent	ADJ
issue-136	101	3	rebalancing	rebalancing	NOUN
issue-136	101	4	we	we	PRON
issue-136	101	5	consider	consider	VERB
issue-136	101	6	both	both	PRON
issue-136	101	7	smoothing	smooth	VERB
issue-136	101	8	(	(	PUNCT
issue-136	101	9	δ-=0.5	δ-=0.5	NOUN
issue-136	101	10	)	)	PUNCT
issue-136	101	11	and	and	CCONJ
issue-136	101	12	no	no	DET
issue-136	101	13	smoothing	smooth	VERB
issue-136	101	14	cases	case	NOUN
issue-136	101	15	,	,	PUNCT
issue-136	101	16	which	which	PRON
issue-136	101	17	results	result	VERB
issue-136	101	18	in	in	ADP
issue-136	101	19	four	four	NUM
issue-136	101	20	portfolios	portfolio	NOUN
issue-136	101	21	being	be	AUX
issue-136	101	22	considered	consider	VERB
issue-136	101	23	:	:	PUNCT
issue-136	101	24	•	•	NUM
issue-136	101	25	portfolio	portfolio	NOUN
issue-136	101	26	p0	p0	NOUN
issue-136	101	27	–	–	PUNCT
issue-136	101	28	long	long	ADV
issue-136	101	29	-	-	PUNCT
issue-136	101	30	only	only	ADV
issue-136	101	31	satellite	satellite	NOUN
issue-136	101	32	and	and	CCONJ
issue-136	101	33	no	no	DET
issue-136	101	34	smoothing	smoothing	NOUN
issue-136	101	35	;	;	PUNCT
issue-136	101	36	•	•	NUM
issue-136	101	37	portfolio	portfolio	NOUN
issue-136	101	38	p1	p1	PROPN
issue-136	101	39	–	–	PUNCT
issue-136	101	40	long	long	ADV
issue-136	101	41	-	-	PUNCT
issue-136	101	42	only	only	ADV
issue-136	101	43	satellite	satellite	NOUN
issue-136	101	44	and	and	CCONJ
issue-136	101	45	smoothing	smoothing	NOUN
issue-136	101	46	;	;	PUNCT
issue-136	101	47	•	•	NUM
issue-136	101	48	portfolio	portfolio	NOUN
issue-136	101	49	p2	p2	PROPN
issue-136	101	50	–	–	PUNCT
issue-136	101	51	satellite	satellite	NOUN
issue-136	101	52	with	with	ADP
issue-136	101	53	short	short	ADJ
issue-136	101	54	positions	position	NOUN
issue-136	101	55	and	and	CCONJ
issue-136	101	56	no	no	DET
issue-136	101	57	smoothing	smoothing	NOUN
issue-136	101	58	;	;	PUNCT
issue-136	101	59	•	•	NUM
issue-136	101	60	portfolio	portfolio	NOUN
issue-136	101	61	p3	p3	PROPN
issue-136	101	62	–	–	PUNCT
issue-136	101	63	satellite	satellite	NOUN
issue-136	101	64	with	with	ADP
issue-136	101	65	short	short	ADJ
issue-136	101	66	positions	position	NOUN
issue-136	101	67	and	and	CCONJ
issue-136	101	68	smoothing	smooth	VERB
issue-136	101	69	.	.	PUNCT
issue-136	102	1	the	the	DET
issue-136	102	2	portfolios	portfolio	NOUN
issue-136	102	3	created	create	VERB
issue-136	102	4	as	as	SCONJ
issue-136	102	5	specified	specify	VERB
issue-136	102	6	above	above	ADV
issue-136	102	7	are	be	AUX
issue-136	102	8	held	hold	VERB
issue-136	102	9	during	during	ADP
issue-136	102	10	the	the	DET
issue-136	102	11	pre	pre	ADJ
issue-136	102	12	-	-	ADJ
issue-136	102	13	specified	specified	ADJ
issue-136	102	14	period	period	NOUN
issue-136	102	15	(	(	PUNCT
issue-136	102	16	1	1	NUM
issue-136	102	17	or	or	CCONJ
issue-136	102	18	3	3	NUM
issue-136	102	19	calendar	calendar	NOUN
issue-136	102	20	months	month	NOUN
issue-136	102	21	)	)	PUNCT
issue-136	102	22	,	,	PUNCT
issue-136	102	23	after	after	ADP
issue-136	102	24	which	which	PRON
issue-136	102	25	the	the	DET
issue-136	102	26	portfolio	portfolio	NOUN
issue-136	102	27	is	be	AUX
issue-136	102	28	rebalanced	rebalance	VERB
issue-136	102	29	,	,	PUNCT
issue-136	102	30	i.e.	i.e.	X
issue-136	102	31	the	the	DET
issue-136	102	32	new	new	ADJ
issue-136	102	33	target	target	NOUN
issue-136	102	34	portfolio	portfolio	NOUN
issue-136	102	35	composition	composition	NOUN
issue-136	102	36	is	be	AUX
issue-136	102	37	determined	determine	VERB
issue-136	102	38	by	by	ADP
issue-136	102	39	solving	solve	VERB
issue-136	102	40	problems	problem	NOUN
issue-136	102	41	problem	problem	NOUN
issue-136	102	42	(	(	PUNCT
issue-136	102	43	3)–(5	3)–(5	NOUN
issue-136	102	44	)	)	PUNCT
issue-136	102	45	and	and	CCONJ
issue-136	102	46	(	(	PUNCT
issue-136	102	47	6)–(8a	6)–(8a	NUM
issue-136	102	48	)	)	PUNCT
issue-136	102	49	or	or	CCONJ
issue-136	102	50	(	(	PUNCT
issue-136	102	51	6)–(8b	6)–(8b	PROPN
issue-136	102	52	)	)	PUNCT
issue-136	102	53	,	,	PUNCT
issue-136	102	54	for	for	ADP
issue-136	102	55	portfolios	portfolio	NOUN
issue-136	102	56	p1	p1	NOUN
issue-136	102	57	and	and	CCONJ
issue-136	102	58	p3	p3	PROPN
issue-136	102	59	the	the	DET
issue-136	102	60	old	old	ADJ
issue-136	102	61	and	and	CCONJ
issue-136	102	62	the	the	DET
issue-136	102	63	new	new	ADJ
issue-136	102	64	weights	weight	NOUN
issue-136	102	65	are	be	AUX
issue-136	102	66	combined	combine	VERB
issue-136	102	67	using	use	VERB
issue-136	102	68	(	(	PUNCT
issue-136	102	69	9	9	NUM
issue-136	102	70	)	)	PUNCT
issue-136	102	71	,	,	PUNCT
issue-136	102	72	and	and	CCONJ
issue-136	102	73	after	after	SCONJ
issue-136	102	74	that	that	PRON
issue-136	102	75	buy	buy	VERB
issue-136	102	76	and	and	CCONJ
issue-136	102	77	sell	sell	VERB
issue-136	102	78	transactions	transaction	NOUN
issue-136	102	79	are	be	AUX
issue-136	102	80	per	per	ADP
issue-136	102	81	-	-	PUNCT
issue-136	102	82	formed	form	VERB
issue-136	102	83	in	in	ADP
issue-136	102	84	order	order	NOUN
issue-136	102	85	to	to	PART
issue-136	102	86	bring	bring	VERB
issue-136	102	87	the	the	DET
issue-136	102	88	portfolio	portfolio	NOUN
issue-136	102	89	composition	composition	NOUN
issue-136	102	90	in	in	ADP
issue-136	102	91	compliance	compliance	NOUN
issue-136	102	92	with	with	ADP
issue-136	102	93	the	the	DET
issue-136	102	94	new	new	ADJ
issue-136	102	95	asset	asset	NOUN
issue-136	102	96	weights	weight	NOUN
issue-136	102	97	.	.	PUNCT
issue-136	103	1	4	4	X
issue-136	103	2	.	.	X
issue-136	103	3	portfolio	portfolio	NOUN
issue-136	103	4	management	management	NOUN
issue-136	103	5	results	result	VERB
issue-136	103	6	portfolios	portfolio	NOUN
issue-136	103	7	p0	p0	NOUN
issue-136	103	8	–	–	PUNCT
issue-136	103	9	p3	p3	NOUN
issue-136	103	10	with	with	ADP
issue-136	103	11	monthly	monthly	ADJ
issue-136	103	12	rebalancing	rebalancing	NOUN
issue-136	103	13	track	track	NOUN
issue-136	103	14	the	the	DET
issue-136	103	15	benchmark	benchmark	NOUN
issue-136	103	16	quite	quite	ADV
issue-136	103	17	well	well	ADV
issue-136	103	18	during	during	ADP
issue-136	103	19	the	the	DET
issue-136	103	20	first	first	ADJ
issue-136	103	21	two	two	NUM
issue-136	103	22	years	year	NOUN
issue-136	103	23	(	(	PUNCT
issue-136	103	24	september	september	PROPN
issue-136	103	25	2013	2013	NUM
issue-136	103	26	to	to	ADP
issue-136	103	27	august	august	PROPN
issue-136	103	28	2015	2015	NUM
issue-136	103	29	)	)	PUNCT
issue-136	103	30	but	but	CCONJ
issue-136	103	31	start	start	VERB
issue-136	103	32	to	to	PART
issue-136	103	33	deviate	deviate	VERB
issue-136	103	34	from	from	ADP
issue-136	103	35	the	the	DET
issue-136	103	36	benchmark	benchmark	NOUN
issue-136	103	37	during	during	ADP
issue-136	103	38	the	the	DET
issue-136	103	39	third	third	ADJ
issue-136	103	40	year	year	NOUN
issue-136	103	41	(	(	PUNCT
issue-136	103	42	see	see	VERB
issue-136	103	43	figure	figure	NOUN
issue-136	103	44	 	 	SPACE
issue-136	103	45	1	1	NUM
issue-136	103	46	)	)	PUNCT
issue-136	103	47	.	.	PUNCT
issue-136	104	1	it	it	PRON
issue-136	104	2	seems	seem	VERB
issue-136	104	3	that	that	SCONJ
issue-136	104	4	almost	almost	ADV
issue-136	104	5	no	no	PRON
issue-136	104	6	alpha	alpha	NOUN
issue-136	104	7	was	be	AUX
issue-136	104	8	generated	generate	VERB
issue-136	104	9	during	during	ADP
issue-136	104	10	the	the	DET
issue-136	104	11	initial	initial	ADJ
issue-136	104	12	years	year	NOUN
issue-136	104	13	,	,	PUNCT
issue-136	104	14	and	and	CCONJ
issue-136	104	15	the	the	DET
issue-136	104	16	more	more	ADV
issue-136	104	17	aggressive	aggressive	ADJ
issue-136	104	18	portfolios	portfolio	NOUN
issue-136	104	19	(	(	PUNCT
issue-136	104	20	p2	p2	PROPN
issue-136	104	21	and	and	CCONJ
issue-136	104	22	p3	p3	NOUN
issue-136	104	23	)	)	PUNCT
issue-136	104	24	even	even	ADV
issue-136	104	25	destroyed	destroy	VERB
issue-136	104	26	some	some	DET
issue-136	104	27	value	value	NOUN
issue-136	104	28	,	,	PUNCT
issue-136	104	29	however	however	ADV
issue-136	104	30	during	during	ADP
issue-136	104	31	the	the	DET
issue-136	104	32	final	final	ADJ
issue-136	104	33	year	year	NOUN
issue-136	104	34	they	they	PRON
issue-136	104	35	recovered	recover	VERB
issue-136	104	36	,	,	PUNCT
issue-136	104	37	and	and	CCONJ
issue-136	104	38	started	start	VERB
issue-136	104	39	to	to	PART
issue-136	104	40	dominate	dominate	VERB
issue-136	104	41	the	the	DET
issue-136	104	42	less	less	ADV
issue-136	104	43	aggressive	aggressive	ADJ
issue-136	104	44	portfolios	portfolio	NOUN
issue-136	104	45	p0	p0	NOUN
issue-136	104	46	and	and	CCONJ
issue-136	104	47	p1	p1	PROPN
issue-136	104	48	.	.	PUNCT
issue-136	105	1	the	the	DET
issue-136	105	2	portfolio	portfolio	NOUN
issue-136	105	3	management	management	NOUN
issue-136	105	4	results	result	NOUN
issue-136	105	5	for	for	ADP
issue-136	105	6	the	the	DET
issue-136	105	7	portfolios	portfolio	NOUN
issue-136	105	8	with	with	ADP
issue-136	105	9	monthly	monthly	ADJ
issue-136	105	10	rebalancing	rebalancing	NOUN
issue-136	105	11	are	be	AUX
issue-136	105	12	summarized	summarize	VERB
issue-136	105	13	in	in	ADP
issue-136	105	14	table	table	NOUN
issue-136	105	15	1	1	NUM
issue-136	105	16	(	(	PUNCT
issue-136	105	17	annual	annual	ADJ
issue-136	105	18	risk	risk	NOUN
issue-136	105	19	-	-	PUNCT
issue-136	105	20	free	free	ADJ
issue-136	105	21	rate	rate	NOUN
issue-136	105	22	was	be	AUX
issue-136	105	23	assumed	assume	VERB
issue-136	105	24	to	to	PART
issue-136	105	25	be	be	AUX
issue-136	105	26	4	4	NUM
issue-136	105	27	%	%	NOUN
issue-136	105	28	)	)	PUNCT
issue-136	105	29	.	.	PUNCT
issue-136	106	1	all	all	DET
issue-136	106	2	the	the	DET
issue-136	106	3	strategies	strategy	NOUN
issue-136	106	4	presented	present	VERB
issue-136	106	5	in	in	ADP
issue-136	106	6	this	this	DET
issue-136	106	7	paper	paper	NOUN
issue-136	106	8	resulted	result	VERB
issue-136	106	9	in	in	ADP
issue-136	106	10	significant	significant	ADJ
issue-136	106	11	amount	amount	NOUN
issue-136	106	12	of	of	ADP
issue-136	106	13	value	value	NOUN
issue-136	106	14	added	add	VERB
issue-136	106	15	by	by	ADP
issue-136	106	16	portfolio	portfolio	NOUN
issue-136	106	17	management	management	NOUN
issue-136	106	18	,	,	PUNCT
issue-136	106	19	with	with	ADP
issue-136	106	20	alpha	alpha	NOUN
issue-136	106	21	ranging	range	VERB
issue-136	106	22	from	from	ADP
issue-136	106	23	4.1	4.1	NUM
issue-136	106	24	%	%	NOUN
issue-136	106	25	to	to	ADP
issue-136	106	26	5.2	5.2	NUM
issue-136	106	27	%	%	NOUN
issue-136	106	28	.	.	PUNCT
issue-136	107	1	moreover	moreover	ADV
issue-136	107	2	,	,	PUNCT
issue-136	107	3	most	most	ADJ
issue-136	107	4	of	of	ADP
issue-136	107	5	the	the	DET
issue-136	107	6	portfolios	portfolio	NOUN
issue-136	107	7	were	be	AUX
issue-136	107	8	less	less	ADV
issue-136	107	9	risky	risky	ADJ
issue-136	107	10	than	than	ADP
issue-136	107	11	the	the	DET
issue-136	107	12	benchmark	benchmark	NOUN
issue-136	107	13	.	.	PUNCT
issue-136	108	1	we	we	PRON
issue-136	108	2	can	can	AUX
issue-136	108	3	conclude	conclude	VERB
issue-136	108	4	that	that	SCONJ
issue-136	108	5	the	the	DET
issue-136	108	6	satellite	satellite	NOUN
issue-136	108	7	portfolio	portfolio	NOUN
issue-136	108	8	with	with	ADP
issue-136	108	9	short	short	ADJ
issue-136	108	10	positions	position	NOUN
issue-136	108	11	clearly	clearly	ADV
issue-136	108	12	makes	make	VERB
issue-136	108	13	sense	sense	NOUN
issue-136	108	14	when	when	SCONJ
issue-136	108	15	no	no	DET
issue-136	108	16	smoothing	smoothing	NOUN
issue-136	108	17	is	be	AUX
issue-136	108	18	performed	perform	VERB
issue-136	108	19	(	(	PUNCT
issue-136	108	20	p2	p2	PROPN
issue-136	108	21	vs.	vs.	ADP
issue-136	108	22	p0	p0	NOUN
issue-136	108	23	case	case	NOUN
issue-136	108	24	)	)	PUNCT
issue-136	108	25	,	,	PUNCT
issue-136	108	26	whereas	whereas	SCONJ
issue-136	108	27	in	in	ADP
issue-136	108	28	the	the	DET
issue-136	108	29	smoothed	smoothed	ADJ
issue-136	108	30	case	case	NOUN
issue-136	108	31	(	(	PUNCT
issue-136	108	32	p3	p3	PROPN
issue-136	108	33	vs.	vs.	X
issue-136	108	34	p1	p1	PROPN
issue-136	108	35	)	)	PUNCT
issue-136	108	36	there	there	PRON
issue-136	108	37	was	be	VERB
issue-136	108	38	no	no	DET
issue-136	108	39	additional	additional	ADJ
issue-136	108	40	gain	gain	NOUN
issue-136	108	41	in	in	ADP
issue-136	108	42	returns	return	NOUN
issue-136	108	43	,	,	PUNCT
issue-136	108	44	only	only	ADV
issue-136	108	45	the	the	DET
issue-136	108	46	volatility	volatility	NOUN
issue-136	108	47	increased	increase	VERB
issue-136	108	48	.	.	PUNCT
issue-136	109	1	the	the	DET
issue-136	109	2	least	least	ADV
issue-136	109	3	risky	risky	ADJ
issue-136	109	4	portfolio	portfolio	NOUN
issue-136	109	5	turned	turn	VERB
issue-136	109	6	out	out	ADP
issue-136	109	7	to	to	PART
issue-136	109	8	be	be	AUX
issue-136	109	9	p1	p1	NOUN
issue-136	109	10	(	(	PUNCT
issue-136	109	11	long	long	ADV
issue-136	109	12	-	-	PUNCT
issue-136	109	13	only	only	ADV
issue-136	109	14	satellite	satellite	NOUN
issue-136	109	15	,	,	PUNCT
issue-136	109	16	smoothing	smoothing	NOUN
issue-136	109	17	)	)	PUNCT
issue-136	109	18	,	,	PUNCT
issue-136	109	19	which	which	PRON
issue-136	109	20	has	have	VERB
issue-136	109	21	the	the	DET
issue-136	109	22	lowest	low	ADJ
issue-136	109	23	standard	standard	ADJ
issue-136	109	24	deviation	deviation	NOUN
issue-136	109	25	and	and	CCONJ
issue-136	109	26	tracking	tracking	NOUN
issue-136	109	27	error	error	NOUN
issue-136	109	28	.	.	PUNCT
issue-136	110	1	the	the	DET
issue-136	110	2	most	most	ADV
issue-136	110	3	risky	risky	ADJ
issue-136	110	4	portfolio	portfolio	NOUN
issue-136	110	5	that	that	PRON
issue-136	110	6	offered	offer	VERB
issue-136	110	7	the	the	DET
issue-136	110	8	highest	high	ADJ
issue-136	110	9	baltic	baltic	ADJ
issue-136	110	10	journal	journal	NOUN
issue-136	110	11	of	of	ADP
issue-136	110	12	economic	economic	ADJ
issue-136	110	13	studies	study	NOUN
issue-136	110	14	93	93	NUM
issue-136	110	15	vol	vol	NOUN
issue-136	110	16	.	.	PROPN
issue-136	111	1	2	2	NUM
issue-136	111	2	,	,	PUNCT
issue-136	111	3	no	no	INTJ
issue-136	111	4	.	.	NOUN
issue-136	111	5	4	4	NUM
issue-136	111	6	,	,	PUNCT
issue-136	111	7	2016	2016	NUM
issue-136	111	8	reward	reward	NOUN
issue-136	111	9	to	to	ADP
issue-136	111	10	the	the	DET
issue-136	111	11	risks	risk	NOUN
issue-136	111	12	taken	take	VERB
issue-136	111	13	was	be	AUX
issue-136	111	14	p2	p2	PROPN
issue-136	111	15	(	(	PUNCT
issue-136	111	16	satellite	satellite	NOUN
issue-136	111	17	with	with	ADP
issue-136	111	18	short	short	ADJ
issue-136	111	19	positions	position	NOUN
issue-136	111	20	,	,	PUNCT
issue-136	111	21	no	no	DET
issue-136	111	22	smoothing	smoothing	NOUN
issue-136	111	23	)	)	PUNCT
issue-136	111	24	.	.	PUNCT
issue-136	112	1	shifting	shift	VERB
issue-136	112	2	from	from	ADP
issue-136	112	3	monthly	monthly	ADJ
issue-136	112	4	to	to	ADP
issue-136	112	5	quarterly	quarterly	ADJ
issue-136	112	6	rebalancing	rebalancing	NOUN
issue-136	112	7	leads	lead	VERB
issue-136	112	8	to	to	ADP
issue-136	112	9	entirely	entirely	ADV
issue-136	112	10	different	different	ADJ
issue-136	112	11	outcomes	outcome	NOUN
issue-136	112	12	(	(	PUNCT
issue-136	112	13	see	see	VERB
issue-136	112	14	figure	figure	NOUN
issue-136	112	15	2	2	NUM
issue-136	112	16	)	)	PUNCT
issue-136	112	17	.	.	PUNCT
issue-136	113	1	all	all	DET
issue-136	113	2	the	the	DET
issue-136	113	3	portfolios	portfolio	NOUN
issue-136	113	4	track	track	VERB
issue-136	113	5	the	the	DET
issue-136	113	6	benchmark	benchmark	NOUN
issue-136	113	7	with	with	ADP
issue-136	113	8	much	much	ADV
issue-136	113	9	lower	low	ADJ
issue-136	113	10	accuracy	accuracy	NOUN
issue-136	113	11	from	from	ADP
issue-136	113	12	the	the	DET
issue-136	113	13	very	very	ADJ
issue-136	113	14	beginning	beginning	NOUN
issue-136	113	15	,	,	PUNCT
issue-136	113	16	and	and	CCONJ
issue-136	113	17	the	the	DET
issue-136	113	18	less	less	ADV
issue-136	113	19	risky	risky	ADJ
issue-136	113	20	smoothed	smooth	VERB
issue-136	113	21	portfolios	portfolio	NOUN
issue-136	113	22	p1	p1	NOUN
issue-136	113	23	and	and	CCONJ
issue-136	113	24	p3	p3	PROPN
issue-136	113	25	tend	tend	VERB
issue-136	113	26	to	to	PART
issue-136	113	27	dominate	dominate	VERB
issue-136	113	28	portfolios	portfolio	NOUN
issue-136	113	29	with	with	ADP
issue-136	113	30	no	no	DET
issue-136	113	31	smoothing	smoothing	NOUN
issue-136	113	32	until	until	ADP
issue-136	113	33	the	the	DET
issue-136	113	34	final	final	ADJ
issue-136	113	35	year	year	NOUN
issue-136	113	36	.	.	PUNCT
issue-136	114	1	therefore	therefore	ADV
issue-136	114	2	,	,	PUNCT
issue-136	114	3	strategies	strategy	NOUN
issue-136	114	4	developed	develop	VERB
issue-136	114	5	in	in	ADP
issue-136	114	6	this	this	DET
issue-136	114	7	paper	paper	NOUN
issue-136	114	8	are	be	AUX
issue-136	114	9	much	much	ADV
issue-136	114	10	more	more	ADV
issue-136	114	11	accurate	accurate	ADJ
issue-136	114	12	with	with	ADP
issue-136	114	13	frequent	frequent	ADJ
issue-136	114	14	rebalancing	rebalancing	NOUN
issue-136	114	15	.	.	PUNCT
issue-136	115	1	the	the	DET
issue-136	115	2	portfolio	portfolio	NOUN
issue-136	115	3	management	management	NOUN
issue-136	115	4	results	result	NOUN
issue-136	115	5	for	for	ADP
issue-136	115	6	the	the	DET
issue-136	115	7	portfolios	portfolio	NOUN
issue-136	115	8	with	with	ADP
issue-136	115	9	quarterly	quarterly	ADJ
issue-136	115	10	rebalancing	rebalancing	NOUN
issue-136	115	11	are	be	AUX
issue-136	115	12	summarized	summarize	VERB
issue-136	115	13	in	in	ADP
issue-136	115	14	table	table	NOUN
issue-136	115	15	2	2	NUM
issue-136	115	16	.	.	PUNCT
issue-136	116	1	as	as	ADP
issue-136	116	2	before	before	ADV
issue-136	116	3	,	,	PUNCT
issue-136	116	4	all	all	DET
issue-136	116	5	the	the	DET
issue-136	116	6	strategies	strategy	NOUN
issue-136	116	7	presented	present	VERB
issue-136	116	8	in	in	ADP
issue-136	116	9	this	this	DET
issue-136	116	10	paper	paper	NOUN
issue-136	116	11	do	do	AUX
issue-136	116	12	create	create	VERB
issue-136	116	13	value	value	NOUN
issue-136	116	14	,	,	PUNCT
issue-136	116	15	and	and	CCONJ
issue-136	116	16	the	the	DET
issue-136	116	17	alphas	alpha	NOUN
issue-136	116	18	range	range	VERB
issue-136	116	19	from	from	ADP
issue-136	116	20	4.0	4.0	NUM
issue-136	116	21	%	%	NOUN
issue-136	116	22	to	to	ADP
issue-136	116	23	5.7	5.7	NUM
issue-136	116	24	%	%	NOUN
issue-136	116	25	.	.	PUNCT
issue-136	117	1	however	however	ADV
issue-136	117	2	,	,	PUNCT
issue-136	117	3	only	only	ADV
issue-136	117	4	portfolios	portfolio	NOUN
issue-136	117	5	p0	p0	NOUN
issue-136	117	6	and	and	CCONJ
issue-136	117	7	p1	p1	NOUN
issue-136	117	8	are	be	AUX
issue-136	117	9	less	less	ADV
issue-136	117	10	risky	risky	ADJ
issue-136	117	11	than	than	ADP
issue-136	117	12	the	the	DET
issue-136	117	13	benchmark	benchmark	NOUN
issue-136	117	14	,	,	PUNCT
issue-136	117	15	while	while	SCONJ
issue-136	117	16	portfolio	portfolio	NOUN
issue-136	117	17	p2	p2	PROPN
issue-136	117	18	and	and	CCONJ
issue-136	117	19	p3	p3	PROPN
issue-136	117	20	expose	expose	VERB
issue-136	117	21	investors	investor	NOUN
issue-136	117	22	to	to	ADP
issue-136	117	23	higher	high	ADJ
issue-136	117	24	volatility	volatility	NOUN
issue-136	117	25	without	without	ADP
issue-136	117	26	offsetting	offset	VERB
issue-136	117	27	it	it	PRON
issue-136	117	28	by	by	ADP
issue-136	117	29	higher	high	ADJ
issue-136	117	30	re	re	NOUN
issue-136	117	31	-	-	NOUN
issue-136	117	32	turns	turn	NOUN
issue-136	117	33	.	.	PUNCT
issue-136	118	1	we	we	PRON
issue-136	118	2	can	can	AUX
issue-136	118	3	conclude	conclude	VERB
issue-136	118	4	,	,	PUNCT
issue-136	118	5	therefore	therefore	ADV
issue-136	118	6	,	,	PUNCT
issue-136	118	7	that	that	PRON
issue-136	118	8	quarterly	quarterly	ADJ
issue-136	118	9	rebalancing	rebalancing	NOUN
issue-136	118	10	does	do	AUX
issue-136	118	11	n’t	not	PART
issue-136	118	12	make	make	VERB
issue-136	118	13	much	much	ADJ
issue-136	118	14	sense	sense	NOUN
issue-136	118	15	for	for	ADP
issue-136	118	16	the	the	DET
issue-136	118	17	satellite	satellite	NOUN
issue-136	118	18	portfolio	portfolio	NOUN
issue-136	118	19	fig	fig	NOUN
issue-136	118	20	.	.	PUNCT
issue-136	119	1	1	1	X
issue-136	119	2	.	.	X
issue-136	119	3	portfolio	portfolio	NOUN
issue-136	119	4	dynamics	dynamic	NOUN
issue-136	119	5	for	for	ADP
issue-136	119	6	the	the	DET
issue-136	119	7	portfolios	portfolio	NOUN
issue-136	119	8	with	with	ADP
issue-136	119	9	monthly	monthly	ADJ
issue-136	119	10	rebalancing	rebalancing	NOUN
issue-136	119	11	fig	fig	NOUN
issue-136	119	12	.	.	PUNCT
issue-136	120	1	2	2	X
issue-136	120	2	.	.	X
issue-136	120	3	portfolio	portfolio	NOUN
issue-136	120	4	dynamics	dynamic	NOUN
issue-136	120	5	for	for	ADP
issue-136	120	6	the	the	DET
issue-136	120	7	portfolios	portfolio	NOUN
issue-136	120	8	with	with	ADP
issue-136	120	9	quarterly	quarterly	ADJ
issue-136	120	10	rebalancing	rebalancing	NOUN
issue-136	120	11	baltic	baltic	ADJ
issue-136	120	12	journal	journal	NOUN
issue-136	120	13	of	of	ADP
issue-136	120	14	economic	economic	ADJ
issue-136	120	15	studies	study	NOUN
issue-136	120	16	94	94	NUM
issue-136	120	17	vol	vol	NOUN
issue-136	120	18	.	.	PROPN
issue-136	121	1	2	2	NUM
issue-136	121	2	,	,	PUNCT
issue-136	121	3	no	no	INTJ
issue-136	121	4	.	.	NOUN
issue-136	121	5	4	4	NUM
issue-136	121	6	,	,	PUNCT
issue-136	121	7	2016	2016	NUM
issue-136	121	8	that	that	PRON
issue-136	121	9	includes	include	VERB
issue-136	121	10	short	short	ADJ
issue-136	121	11	positions	position	NOUN
issue-136	121	12	,	,	PUNCT
issue-136	121	13	and	and	CCONJ
issue-136	121	14	the	the	DET
issue-136	121	15	simplest	simplest	NOUN
issue-136	121	16	of	of	ADP
issue-136	121	17	our	our	PRON
issue-136	121	18	strategies	strategy	NOUN
issue-136	121	19	–	–	PUNCT
issue-136	121	20	long	long	ADV
issue-136	121	21	-	-	PUNCT
issue-136	121	22	only	only	ADV
issue-136	121	23	satellite	satellite	NOUN
issue-136	121	24	with	with	ADP
issue-136	121	25	no	no	DET
issue-136	121	26	smoothing	smoothing	NOUN
issue-136	121	27	–	–	PUNCT
issue-136	121	28	results	result	NOUN
issue-136	121	29	in	in	ADP
issue-136	121	30	the	the	DET
issue-136	121	31	best	good	ADJ
issue-136	121	32	outcome	outcome	NOUN
issue-136	121	33	.	.	PUNCT
issue-136	122	1	comparing	compare	VERB
issue-136	122	2	portfolios	portfolio	NOUN
issue-136	122	3	with	with	ADP
issue-136	122	4	different	different	ADJ
issue-136	122	5	rebalancing	rebalancing	NOUN
issue-136	122	6	periods	period	NOUN
issue-136	122	7	we	we	PRON
issue-136	122	8	can	can	AUX
issue-136	122	9	clearly	clearly	ADV
issue-136	122	10	see	see	VERB
issue-136	122	11	the	the	DET
issue-136	122	12	different	different	ADJ
issue-136	122	13	in	in	ADP
issue-136	122	14	tracking	track	VERB
issue-136	122	15	error	error	NOUN
issue-136	122	16	that	that	PRON
issue-136	122	17	is	be	AUX
issue-136	122	18	introduced	introduce	VERB
issue-136	122	19	by	by	ADP
issue-136	122	20	including	include	VERB
issue-136	122	21	short	short	ADJ
issue-136	122	22	positions	position	NOUN
issue-136	122	23	in	in	ADP
issue-136	122	24	the	the	DET
issue-136	122	25	satellite	satellite	NOUN
issue-136	122	26	portfolio	portfolio	NOUN
issue-136	122	27	–	–	PUNCT
issue-136	122	28	it	it	PRON
issue-136	122	29	adds	add	VERB
issue-136	122	30	about	about	ADP
issue-136	122	31	2	2	NUM
issue-136	122	32	%	%	NOUN
issue-136	122	33	to	to	ADP
issue-136	122	34	the	the	DET
issue-136	122	35	tracking	tracking	NOUN
issue-136	122	36	error	error	NOUN
issue-136	122	37	.	.	PUNCT
issue-136	123	1	smoothing	smooth	VERB
issue-136	123	2	,	,	PUNCT
issue-136	123	3	on	on	ADP
issue-136	123	4	the	the	DET
issue-136	123	5	other	other	ADJ
issue-136	123	6	hand	hand	NOUN
issue-136	123	7	,	,	PUNCT
issue-136	123	8	always	always	ADV
issue-136	123	9	lowers	lower	VERB
issue-136	123	10	the	the	DET
issue-136	123	11	tracking	tracking	NOUN
issue-136	123	12	error	error	NOUN
issue-136	123	13	,	,	PUNCT
issue-136	123	14	and	and	CCONJ
issue-136	123	15	the	the	DET
issue-136	123	16	most	most	ADV
issue-136	123	17	dramatic	dramatic	ADJ
issue-136	123	18	decrease	decrease	NOUN
issue-136	123	19	is	be	AUX
issue-136	123	20	experience	experience	NOUN
issue-136	123	21	in	in	ADP
issue-136	123	22	case	case	NOUN
issue-136	123	23	of	of	ADP
issue-136	123	24	the	the	DET
issue-136	123	25	satellite	satellite	NOUN
issue-136	123	26	with	with	ADP
issue-136	123	27	short	short	ADJ
issue-136	123	28	positions	position	NOUN
issue-136	123	29	.	.	PUNCT
issue-136	124	1	therefore	therefore	ADV
issue-136	124	2	,	,	PUNCT
issue-136	124	3	we	we	PRON
issue-136	124	4	al	al	PROPN
issue-136	124	5	-	-	PUNCT
issue-136	124	6	ways	way	NOUN
issue-136	124	7	face	face	VERB
issue-136	124	8	the	the	DET
issue-136	124	9	risk	risk	NOUN
issue-136	124	10	-	-	PUNCT
issue-136	124	11	reward	reward	NOUN
issue-136	124	12	dilemma	dilemma	NOUN
issue-136	124	13	–	–	PUNCT
issue-136	124	14	either	either	CCONJ
issue-136	124	15	shift	shift	NOUN
issue-136	124	16	towards	towards	ADP
issue-136	124	17	the	the	DET
issue-136	124	18	more	more	ADV
issue-136	124	19	aggressive	aggressive	ADJ
issue-136	124	20	active	active	ADJ
issue-136	124	21	bets	bet	NOUN
issue-136	124	22	(	(	PUNCT
issue-136	124	23	which	which	PRON
issue-136	124	24	implies	imply	VERB
issue-136	124	25	no	no	DET
issue-136	124	26	smoothing	smoothing	NOUN
issue-136	124	27	and	and	CCONJ
issue-136	124	28	short	short	ADJ
issue-136	124	29	positions	position	NOUN
issue-136	124	30	in	in	ADP
issue-136	124	31	order	order	NOUN
issue-136	124	32	to	to	PART
issue-136	124	33	amplify	amplify	VERB
issue-136	124	34	the	the	DET
issue-136	124	35	benefits	benefit	NOUN
issue-136	124	36	from	from	ADP
issue-136	124	37	active	active	ADJ
issue-136	124	38	management	management	NOUN
issue-136	124	39	)	)	PUNCT
issue-136	124	40	or	or	CCONJ
issue-136	124	41	track	track	VERB
issue-136	124	42	benchmark	benchmark	NOUN
issue-136	124	43	more	more	ADV
issue-136	124	44	accurately	accurately	ADV
issue-136	124	45	(	(	PUNCT
issue-136	124	46	which	which	PRON
issue-136	124	47	benefits	benefit	VERB
issue-136	124	48	from	from	ADP
issue-136	124	49	lower	low	ADJ
issue-136	124	50	portfolio	portfolio	NOUN
issue-136	124	51	turnover	turnover	NOUN
issue-136	124	52	and	and	CCONJ
issue-136	124	53	discourages	discourage	VERB
issue-136	124	54	short	short	ADJ
issue-136	124	55	positions	position	NOUN
issue-136	124	56	)	)	PUNCT
issue-136	124	57	.	.	PUNCT
issue-136	125	1	5	5	X
issue-136	125	2	.	.	X
issue-136	125	3	the	the	DET
issue-136	125	4	impact	impact	NOUN
issue-136	125	5	of	of	ADP
issue-136	125	6	the	the	DET
issue-136	125	7	tactical	tactical	ADJ
issue-136	125	8	choices	choice	NOUN
issue-136	125	9	so	so	ADV
issue-136	125	10	far	far	ADV
issue-136	125	11	we	we	PRON
issue-136	125	12	have	have	AUX
issue-136	125	13	considered	consider	VERB
issue-136	125	14	the	the	DET
issue-136	125	15	base	base	ADJ
issue-136	125	16	case	case	NOUN
issue-136	125	17	of	of	ADP
issue-136	125	18	our	our	PRON
issue-136	125	19	strategy	strategy	NOUN
issue-136	125	20	(	(	PUNCT
issue-136	125	21	λ=0.2	λ=0.2	ADJ
issue-136	125	22	)	)	PUNCT
issue-136	125	23	with	with	ADP
issue-136	125	24	two	two	NUM
issue-136	125	25	variants	variant	NOUN
issue-136	125	26	of	of	ADP
issue-136	125	27	smoothing	smooth	VERB
issue-136	125	28	(	(	PUNCT
issue-136	125	29	δ=0	δ=0	PROPN
issue-136	125	30	and	and	CCONJ
issue-136	125	31	δ=0.5	δ=0.5	NOUN
issue-136	125	32	)	)	PUNCT
issue-136	125	33	.	.	PUNCT
issue-136	126	1	those	those	DET
issue-136	126	2	two	two	NUM
issue-136	126	3	parameters	parameter	NOUN
issue-136	126	4	–	–	PUNCT
issue-136	126	5	λ	λ	PROPN
issue-136	126	6	and	and	CCONJ
issue-136	126	7	δ	δ	PROPN
issue-136	126	8	–	–	PUNCT
issue-136	126	9	along	along	ADP
issue-136	126	10	with	with	ADP
issue-136	126	11	the	the	DET
issue-136	126	12	risk	risk	NOUN
issue-136	126	13	tolerance	tolerance	NOUN
issue-136	126	14	rt	rt	PROPN
issue-136	126	15	in	in	ADP
issue-136	126	16	(	(	PUNCT
issue-136	126	17	6	6	NUM
issue-136	126	18	)	)	PUNCT
issue-136	126	19	and	and	CCONJ
issue-136	126	20	the	the	DET
issue-136	126	21	frequency	frequency	NOUN
issue-136	126	22	of	of	ADP
issue-136	126	23	rebalancing	rebalancing	NOUN
issue-136	126	24	table	table	NOUN
issue-136	126	25	1	1	NUM
issue-136	126	26	portfolio	portfolio	NOUN
issue-136	126	27	results	result	NOUN
issue-136	126	28	for	for	ADP
issue-136	126	29	the	the	DET
issue-136	126	30	portfolios	portfolio	NOUN
issue-136	126	31	with	with	ADP
issue-136	126	32	monthly	monthly	ADJ
issue-136	126	33	rebalancing	rebalancing	NOUN
issue-136	126	34	portfolio	portfolio	NOUN
issue-136	126	35	^imus	^imu	VERB
issue-136	126	36	p0	p0	NOUN
issue-136	126	37	p1	p1	NOUN
issue-136	126	38	p2	p2	PROPN
issue-136	126	39	p3	p3	PROPN
issue-136	126	40	total	total	ADJ
issue-136	126	41	return	return	NOUN
issue-136	126	42	,	,	PUNCT
issue-136	126	43	annualized	annualize	VERB
issue-136	126	44	9.57	9.57	NUM
issue-136	126	45	%	%	NOUN
issue-136	126	46	13.37	13.37	NUM
issue-136	126	47	%	%	NOUN
issue-136	126	48	13.68	13.68	NUM
issue-136	126	49	%	%	NOUN
issue-136	126	50	14.29	14.29	NUM
issue-136	126	51	%	%	NOUN
issue-136	126	52	13.68	13.68	NUM
issue-136	126	53	%	%	NOUN
issue-136	126	54	standard	standard	ADJ
issue-136	126	55	deviation	deviation	NOUN
issue-136	126	56	13.63	13.63	NUM
issue-136	126	57	%	%	NOUN
issue-136	126	58	13.61	13.61	NUM
issue-136	126	59	%	%	NOUN
issue-136	126	60	13.39	13.39	NUM
issue-136	126	61	%	%	NOUN
issue-136	126	62	14.02	14.02	NUM
issue-136	126	63	%	%	NOUN
issue-136	126	64	13.61	13.61	NUM
issue-136	126	65	%	%	NOUN
issue-136	126	66	alpha	alpha	NOUN
issue-136	126	67	0.00	0.00	NUM
issue-136	126	68	%	%	NOUN
issue-136	126	69	4.14	4.14	NUM
issue-136	126	70	%	%	NOUN
issue-136	126	71	4.48	4.48	NUM
issue-136	126	72	%	%	NOUN
issue-136	126	73	5.22	5.22	NUM
issue-136	126	74	%	%	NOUN
issue-136	126	75	4.60	4.60	NUM
issue-136	126	76	%	%	NOUN
issue-136	126	77	beta	beta	NOUN
issue-136	126	78	1.0000	1.0000	NUM
issue-136	127	1	0.9380	0.9380	NUM
issue-136	127	2	0.9345	0.9345	NUM
issue-136	127	3	0.9100	0.9100	NUM
issue-136	127	4	0.9133	0.9133	NUM
issue-136	127	5	sharpe	sharpe	PROPN
issue-136	127	6	ratio	ratio	NOUN
issue-136	127	7	0.4084	0.4084	NUM
issue-136	127	8	0.6880	0.6880	NUM
issue-136	127	9	0.7229	0.7229	NUM
issue-136	127	10	0.7339	0.7339	NUM
issue-136	127	11	0.7113	0.7113	NUM
issue-136	127	12	tracking	tracking	NOUN
issue-136	127	13	error	error	NOUN
issue-136	127	14	(	(	PUNCT
issue-136	127	15	tev	tev	PROPN
issue-136	127	16	)	)	PUNCT
issue-136	127	17	,	,	PUNCT
issue-136	127	18	annualized	annualize	VERB
issue-136	127	19	0.00	0.00	NUM
issue-136	127	20	%	%	NOUN
issue-136	127	21	4.35	4.35	NUM
issue-136	127	22	%	%	NOUN
issue-136	127	23	3.77	3.77	NUM
issue-136	127	24	%	%	NOUN
issue-136	127	25	6.38	6.38	NUM
issue-136	127	26	%	%	NOUN
issue-136	127	27	5.32	5.32	NUM
issue-136	127	28	%	%	NOUN
issue-136	127	29	(	(	PUNCT
issue-136	127	30	source	source	NOUN
issue-136	127	31	:	:	PUNCT
issue-136	127	32	calculated	calculate	VERB
issue-136	127	33	by	by	ADP
issue-136	127	34	the	the	DET
issue-136	127	35	author	author	NOUN
issue-136	127	36	)	)	PUNCT
issue-136	127	37	table	table	NOUN
issue-136	127	38	2	2	NUM
issue-136	127	39	portfolio	portfolio	NOUN
issue-136	127	40	results	result	NOUN
issue-136	127	41	for	for	ADP
issue-136	127	42	the	the	DET
issue-136	127	43	portfolios	portfolio	NOUN
issue-136	127	44	with	with	ADP
issue-136	127	45	quarterly	quarterly	ADJ
issue-136	127	46	rebalancing	rebalancing	NOUN
issue-136	127	47	portfolio	portfolio	NOUN
issue-136	127	48	^imus	^imu	VERB
issue-136	127	49	p0	p0	NOUN
issue-136	127	50	p1	p1	NOUN
issue-136	127	51	p2	p2	PROPN
issue-136	127	52	p3	p3	PROPN
issue-136	127	53	total	total	ADJ
issue-136	127	54	return	return	NOUN
issue-136	127	55	,	,	PUNCT
issue-136	127	56	annualized	annualize	VERB
issue-136	127	57	9.57	9.57	NUM
issue-136	127	58	%	%	NOUN
issue-136	127	59	14.88	14.88	NUM
issue-136	127	60	%	%	NOUN
issue-136	127	61	14.57	14.57	NUM
issue-136	127	62	%	%	NOUN
issue-136	127	63	13.12	13.12	NUM
issue-136	127	64	%	%	NOUN
issue-136	127	65	13.26	13.26	NUM
issue-136	127	66	%	%	NOUN
issue-136	127	67	standard	standard	ADJ
issue-136	127	68	deviation	deviation	NOUN
issue-136	127	69	13.63	13.63	NUM
issue-136	127	70	%	%	NOUN
issue-136	127	71	13.53	13.53	NUM
issue-136	127	72	%	%	NOUN
issue-136	127	73	13.48	13.48	NUM
issue-136	127	74	%	%	NOUN
issue-136	127	75	14.43	14.43	NUM
issue-136	127	76	%	%	NOUN
issue-136	127	77	14.02	14.02	NUM
issue-136	127	78	%	%	NOUN
issue-136	127	79	alpha	alpha	NOUN
issue-136	127	80	0.00	0.00	NUM
issue-136	127	81	%	%	NOUN
issue-136	127	82	5.70	5.70	NUM
issue-136	127	83	%	%	NOUN
issue-136	127	84	5.37	5.37	NUM
issue-136	127	85	%	%	NOUN
issue-136	127	86	3.96	3.96	NUM
issue-136	127	87	%	%	NOUN
issue-136	127	88	4.10	4.10	NUM
issue-136	127	89	%	%	NOUN
issue-136	127	90	beta	beta	NOUN
issue-136	127	91	1.0000	1.0000	NUM
issue-136	127	92	0.9299	0.9299	NUM
issue-136	127	93	0.9345	0.9345	NUM
issue-136	127	94	0.9271	0.9271	NUM
issue-136	128	1	0.9278	0.9278	NUM
issue-136	128	2	sharpe	sharpe	PROPN
issue-136	128	3	ratio	ratio	NOUN
issue-136	128	4	0.4084	0.4084	NUM
issue-136	128	5	0.8043	0.8043	NUM
issue-136	128	6	0.7838	0.7838	NUM
issue-136	128	7	0.6321	0.6321	NUM
issue-136	128	8	0.6605	0.6605	NUM
issue-136	128	9	tracking	tracking	NOUN
issue-136	128	10	error	error	NOUN
issue-136	128	11	(	(	PUNCT
issue-136	128	12	tev	tev	PROPN
issue-136	128	13	)	)	PUNCT
issue-136	128	14	,	,	PUNCT
issue-136	128	15	annualized	annualize	VERB
issue-136	128	16	0.00	0.00	NUM
issue-136	128	17	%	%	NOUN
issue-136	128	18	4.43	4.43	NUM
issue-136	128	19	%	%	NOUN
issue-136	128	20	4.09	4.09	NUM
issue-136	128	21	%	%	NOUN
issue-136	128	22	6.78	6.78	NUM
issue-136	128	23	%	%	NOUN
issue-136	128	24	5.83	5.83	NUM
issue-136	128	25	%	%	NOUN
issue-136	128	26	(	(	PUNCT
issue-136	128	27	source	source	NOUN
issue-136	128	28	:	:	PUNCT
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issue-136	128	30	by	by	ADP
issue-136	128	31	the	the	DET
issue-136	128	32	author	author	NOUN
issue-136	128	33	)	)	PUNCT
issue-136	128	34	table	table	NOUN
issue-136	128	35	3	3	NUM
issue-136	128	36	portfolio	portfolio	NOUN
issue-136	128	37	results	result	NOUN
issue-136	128	38	for	for	ADP
issue-136	128	39	various	various	ADJ
issue-136	128	40	smoothing	smooth	VERB
issue-136	128	41	parameters	parameter	NOUN
issue-136	128	42	no	no	DET
issue-136	128	43	short	short	ADJ
issue-136	128	44	positions	position	NOUN
issue-136	128	45	in	in	ADP
issue-136	128	46	the	the	DET
issue-136	128	47	satellite	satellite	NOUN
issue-136	128	48	short	short	ADJ
issue-136	128	49	positions	position	NOUN
issue-136	128	50	in	in	ADP
issue-136	128	51	the	the	DET
issue-136	128	52	satellite	satellite	NOUN
issue-136	128	53	allowed	allow	VERB
issue-136	128	54	smoothing	smoothing	NOUN
issue-136	128	55	,	,	PUNCT
issue-136	128	56	δ	δ	PROPN
issue-136	128	57	0	0	NUM
issue-136	128	58	0.1	0.1	NUM
issue-136	128	59	0.2	0.2	NUM
issue-136	128	60	0.3	0.3	NUM
issue-136	128	61	0.4	0.4	NUM
issue-136	128	62	0.5	0.5	NUM
issue-136	128	63	0	0	NUM
issue-136	128	64	0.1	0.1	NUM
issue-136	128	65	0.2	0.2	NUM
issue-136	128	66	0.3	0.3	NUM
issue-136	128	67	0.4	0.4	NUM
issue-136	128	68	0.5	0.5	NUM
issue-136	128	69	panel	panel	NOUN
issue-136	128	70	a.	a.	NOUN
issue-136	128	71	monthly	monthly	ADJ
issue-136	128	72	rebalancing	rebalancing	NOUN
issue-136	128	73	total	total	NOUN
issue-136	128	74	return	return	NOUN
issue-136	128	75	13.37	13.37	NUM
issue-136	128	76	%	%	NOUN
issue-136	128	77	13.47	13.47	NUM
issue-136	128	78	%	%	NOUN
issue-136	128	79	13.54	13.54	NUM
issue-136	128	80	%	%	NOUN
issue-136	128	81	13.59	13.59	NUM
issue-136	128	82	%	%	NOUN
issue-136	128	83	13.64	13.64	NUM
issue-136	128	84	%	%	NOUN
issue-136	128	85	13.68	13.68	NUM
issue-136	128	86	%	%	NOUN
issue-136	128	87	14.29	14.29	NUM
issue-136	128	88	%	%	NOUN
issue-136	128	89	14.28	14.28	NUM
issue-136	128	90	%	%	NOUN
issue-136	128	91	14.20	14.20	NUM
issue-136	128	92	%	%	NOUN
issue-136	128	93	14.08	14.08	NUM
issue-136	128	94	%	%	NOUN
issue-136	128	95	13.89	13.89	NUM
issue-136	128	96	%	%	NOUN
issue-136	128	97	13.68	13.68	NUM
issue-136	128	98	%	%	NOUN
issue-136	128	99	st	st	PROPN
issue-136	128	100	.	.	PROPN
issue-136	128	101	deviation	deviation	NOUN
issue-136	128	102	13.61	13.61	NUM
issue-136	128	103	%	%	NOUN
issue-136	128	104	13.56	13.56	NUM
issue-136	128	105	%	%	NOUN
issue-136	128	106	13.51	13.51	NUM
issue-136	128	107	%	%	NOUN
issue-136	128	108	13.46	13.46	NUM
issue-136	128	109	%	%	NOUN
issue-136	128	110	13.42	13.42	NUM
issue-136	128	111	%	%	NOUN
issue-136	128	112	13.39	13.39	NUM
issue-136	128	113	%	%	NOUN
issue-136	128	114	14.02	14.02	NUM
issue-136	128	115	%	%	NOUN
issue-136	128	116	13.91	13.91	NUM
issue-136	128	117	%	%	NOUN
issue-136	128	118	13.82	13.82	NUM
issue-136	128	119	%	%	NOUN
issue-136	128	120	13.74	13.74	NUM
issue-136	128	121	%	%	NOUN
issue-136	128	122	13.67	13.67	NUM
issue-136	128	123	%	%	NOUN
issue-136	128	124	13.61	13.61	NUM
issue-136	128	125	%	%	NOUN
issue-136	128	126	alpha	alpha	NOUN
issue-136	128	127	4.14	4.14	NUM
issue-136	128	128	%	%	NOUN
issue-136	128	129	4.25	4.25	NUM
issue-136	128	130	%	%	NOUN
issue-136	128	131	4.33	4.33	NUM
issue-136	128	132	%	%	NOUN
issue-136	128	133	4.38	4.38	NUM
issue-136	128	134	%	%	NOUN
issue-136	128	135	4.43	4.43	NUM
issue-136	128	136	%	%	NOUN
issue-136	128	137	4.48	4.48	NUM
issue-136	128	138	%	%	NOUN
issue-136	128	139	5.22	5.22	NUM
issue-136	128	140	%	%	NOUN
issue-136	128	141	5.21	5.21	NUM
issue-136	128	142	%	%	NOUN
issue-136	128	143	5.13	5.13	NUM
issue-136	128	144	%	%	NOUN
issue-136	128	145	5.00	5.00	NUM
issue-136	128	146	%	%	NOUN
issue-136	128	147	4.82	4.82	NUM
issue-136	128	148	%	%	NOUN
issue-136	128	149	4.60	4.60	NUM
issue-136	128	150	%	%	NOUN
issue-136	128	151	beta	beta	NOUN
issue-136	128	152	0.9380	0.9380	NUM
issue-136	128	153	0.9373	0.9373	NUM
issue-136	128	154	0.9365	0.9365	NUM
issue-136	128	155	0.9357	0.9357	NUM
issue-136	128	156	0.9350	0.9350	NUM
issue-136	128	157	0.9345	0.9345	NUM
issue-136	128	158	0.9100	0.9100	NUM
issue-136	128	159	0.9104	0.9104	NUM
issue-136	128	160	0.9109	0.9109	NUM
issue-136	128	161	0.9114	0.9114	NUM
issue-136	128	162	0.9121	0.9121	NUM
issue-136	128	163	0.9133	0.9133	NUM
issue-136	128	164	sharpe	sharpe	NOUN
issue-136	128	165	ratio	ratio	NOUN
issue-136	128	166	0.6880	0.6880	NUM
issue-136	128	167	0.6985	0.6985	NUM
issue-136	128	168	0.7064	0.7064	NUM
issue-136	128	169	0.7125	0.7125	NUM
issue-136	128	170	0.7181	0.7181	NUM
issue-136	128	171	0.7229	0.7229	NUM
issue-136	128	172	0.7339	0.7339	NUM
issue-136	128	173	0.7392	0.7392	NUM
issue-136	128	174	0.7385	0.7385	NUM
issue-136	128	175	0.7335	0.7335	NUM
issue-136	128	176	0.7237	0.7237	NUM
issue-136	128	177	0.7113	0.7113	NUM
issue-136	128	178	tev	tev	NOUN
issue-136	128	179	4.35	4.35	NUM
issue-136	128	180	%	%	NOUN
issue-136	128	181	4.20	4.20	NUM
issue-136	128	182	%	%	NOUN
issue-136	128	183	4.07	4.07	NUM
issue-136	128	184	%	%	NOUN
issue-136	128	185	3.96	3.96	NUM
issue-136	128	186	%	%	NOUN
issue-136	128	187	3.86	3.86	NUM
issue-136	128	188	%	%	NOUN
issue-136	128	189	3.77	3.77	NUM
issue-136	128	190	%	%	NOUN
issue-136	128	191	6.38	6.38	NUM
issue-136	128	192	%	%	NOUN
issue-136	128	193	6.12	6.12	NUM
issue-136	128	194	%	%	NOUN
issue-136	128	195	5.90	5.90	NUM
issue-136	128	196	%	%	NOUN
issue-136	128	197	5.69	5.69	NUM
issue-136	128	198	%	%	NOUN
issue-136	128	199	5.50	5.50	NUM
issue-136	128	200	%	%	NOUN
issue-136	129	1	5.32	5.32	NUM
issue-136	129	2	%	%	NOUN
issue-136	129	3	panel	panel	NOUN
issue-136	129	4	b.	b.	PROPN
issue-136	129	5	quarterly	quarterly	ADJ
issue-136	129	6	rebalancing	rebalancing	NOUN
issue-136	129	7	total	total	NOUN
issue-136	129	8	return	return	NOUN
issue-136	129	9	14.88	14.88	NUM
issue-136	129	10	%	%	NOUN
issue-136	129	11	14.86	14.86	NUM
issue-136	129	12	%	%	NOUN
issue-136	129	13	14.81	14.81	NUM
issue-136	129	14	%	%	NOUN
issue-136	129	15	14.74	14.74	NUM
issue-136	129	16	%	%	NOUN
issue-136	129	17	14.74	14.74	NUM
issue-136	129	18	%	%	NOUN
issue-136	129	19	14.57	14.57	NUM
issue-136	129	20	%	%	NOUN
issue-136	129	21	13.12	13.12	NUM
issue-136	129	22	%	%	NOUN
issue-136	129	23	13.26	13.26	NUM
issue-136	129	24	%	%	NOUN
issue-136	129	25	13.30	13.30	NUM
issue-136	129	26	%	%	NOUN
issue-136	129	27	13.29	13.29	NUM
issue-136	129	28	%	%	NOUN
issue-136	129	29	13.27	13.27	NUM
issue-136	129	30	%	%	NOUN
issue-136	129	31	13.26	13.26	NUM
issue-136	129	32	%	%	NOUN
issue-136	129	33	st	st	PROPN
issue-136	129	34	.	.	PROPN
issue-136	129	35	deviation	deviation	NOUN
issue-136	129	36	13.53	13.53	NUM
issue-136	129	37	%	%	NOUN
issue-136	129	38	13.50	13.50	NUM
issue-136	129	39	%	%	NOUN
issue-136	129	40	13.48	13.48	NUM
issue-136	129	41	%	%	NOUN
issue-136	129	42	13.47	13.47	NUM
issue-136	129	43	%	%	NOUN
issue-136	129	44	13.47	13.47	NUM
issue-136	129	45	%	%	NOUN
issue-136	129	46	13.48	13.48	NUM
issue-136	129	47	%	%	NOUN
issue-136	129	48	14.43	14.43	NUM
issue-136	129	49	%	%	NOUN
issue-136	129	50	14.33	14.33	NUM
issue-136	129	51	%	%	NOUN
issue-136	129	52	14.23	14.23	NUM
issue-136	129	53	%	%	NOUN
issue-136	129	54	14.15	14.15	NUM
issue-136	129	55	%	%	NOUN
issue-136	129	56	14.08	14.08	NUM
issue-136	129	57	%	%	NOUN
issue-136	129	58	14.02	14.02	NUM
issue-136	129	59	%	%	NOUN
issue-136	129	60	alpha	alpha	NOUN
issue-136	129	61	5.70	5.70	NUM
issue-136	129	62	%	%	NOUN
issue-136	129	63	5.68	5.68	NUM
issue-136	129	64	%	%	NOUN
issue-136	129	65	5.63	5.63	NUM
issue-136	129	66	%	%	NOUN
issue-136	129	67	5.55	5.55	NUM
issue-136	129	68	%	%	NOUN
issue-136	129	69	5.55	5.55	NUM
issue-136	129	70	%	%	NOUN
issue-136	129	71	5.37	5.37	NUM
issue-136	129	72	%	%	NOUN
issue-136	129	73	3.96	3.96	NUM
issue-136	129	74	%	%	NOUN
issue-136	129	75	4.10	4.10	NUM
issue-136	129	76	%	%	NOUN
issue-136	129	77	4.14	4.14	NUM
issue-136	129	78	%	%	NOUN
issue-136	129	79	4.13	4.13	NUM
issue-136	129	80	%	%	NOUN
issue-136	129	81	4.10	4.10	NUM
issue-136	129	82	%	%	NOUN
issue-136	129	83	4.10	4.10	NUM
issue-136	129	84	%	%	NOUN
issue-136	129	85	beta	beta	NOUN
issue-136	129	86	0.9299	0.9299	NUM
issue-136	129	87	0.93	0.93	NUM
issue-136	129	88	0.93038	0.93038	NUM
issue-136	129	89	0.93119	0.93119	NUM
issue-136	129	90	0.93119	0.93119	NUM
issue-136	129	91	0.9345	0.9345	NUM
issue-136	129	92	0.9271	0.9271	NUM
issue-136	129	93	0.9271	0.9271	NUM
issue-136	129	94	0.9270	0.9270	NUM
issue-136	129	95	0.9272	0.9272	NUM
issue-136	129	96	0.9274	0.9274	NUM
issue-136	129	97	0.9278	0.9278	NUM
issue-136	129	98	sharpe	sharpe	PROPN
issue-136	129	99	ratio	ratio	NOUN
issue-136	129	100	0.8043	0.8043	NUM
issue-136	129	101	0.8041	0.8041	NUM
issue-136	129	102	0.8016	0.8016	NUM
issue-136	129	103	0.7969	0.7969	NUM
issue-136	129	104	0.7969	0.7969	NUM
issue-136	129	105	0.7838	0.7838	NUM
issue-136	129	106	0.6321	0.6321	NUM
issue-136	129	107	0.6460	0.6460	NUM
issue-136	129	108	0.6534	0.6534	NUM
issue-136	130	1	0.6568	0.6568	NUM
issue-136	130	2	0.6583	0.6583	NUM
issue-136	130	3	0.6605	0.6605	NUM
issue-136	130	4	tev	tev	NOUN
issue-136	130	5	4.43	4.43	NUM
issue-136	130	6	%	%	NOUN
issue-136	130	7	4.35	4.35	NUM
issue-136	130	8	%	%	NOUN
issue-136	130	9	4.27	4.27	NUM
issue-136	130	10	%	%	NOUN
issue-136	130	11	4.20	4.20	NUM
issue-136	130	12	%	%	NOUN
issue-136	130	13	4.20	4.20	NUM
issue-136	130	14	%	%	NOUN
issue-136	130	15	4.09	4.09	NUM
issue-136	130	16	%	%	NOUN
issue-136	130	17	6.78	6.78	NUM
issue-136	130	18	%	%	NOUN
issue-136	130	19	6.56	6.56	NUM
issue-136	130	20	%	%	NOUN
issue-136	130	21	6.35	6.35	NUM
issue-136	130	22	%	%	NOUN
issue-136	130	23	6.16	6.16	NUM
issue-136	130	24	%	%	NOUN
issue-136	130	25	5.98	5.98	NUM
issue-136	130	26	%	%	NOUN
issue-136	130	27	5.83	5.83	NUM
issue-136	130	28	%	%	NOUN
issue-136	130	29	(	(	PUNCT
issue-136	130	30	source	source	NOUN
issue-136	130	31	:	:	PUNCT
issue-136	130	32	calculated	calculate	VERB
issue-136	130	33	by	by	ADP
issue-136	130	34	the	the	DET
issue-136	130	35	author	author	NOUN
issue-136	130	36	)	)	PUNCT
issue-136	130	37	baltic	baltic	ADJ
issue-136	130	38	journal	journal	PROPN
issue-136	130	39	of	of	ADP
issue-136	130	40	economic	economic	ADJ
issue-136	130	41	studies	study	NOUN
issue-136	130	42	95	95	NUM
issue-136	130	43	vol	vol	NOUN
issue-136	130	44	.	.	PROPN
issue-136	131	1	2	2	NUM
issue-136	131	2	,	,	PUNCT
issue-136	131	3	no	no	INTJ
issue-136	131	4	.	.	NOUN
issue-136	131	5	4	4	NUM
issue-136	131	6	,	,	PUNCT
issue-136	131	7	2016	2016	NUM
issue-136	131	8	represent	represent	VERB
issue-136	131	9	the	the	DET
issue-136	131	10	tactical	tactical	ADJ
issue-136	131	11	choices	choice	NOUN
issue-136	131	12	that	that	PRON
issue-136	131	13	could	could	AUX
issue-136	131	14	significantly	significantly	ADV
issue-136	131	15	affect	affect	VERB
issue-136	131	16	the	the	DET
issue-136	131	17	outcomes	outcome	NOUN
issue-136	131	18	of	of	ADP
issue-136	131	19	our	our	PRON
issue-136	131	20	strategies	strategy	NOUN
issue-136	131	21	.	.	PUNCT
issue-136	132	1	first	first	ADV
issue-136	132	2	,	,	PUNCT
issue-136	132	3	we	we	PRON
issue-136	132	4	will	will	AUX
issue-136	132	5	investigate	investigate	VERB
issue-136	132	6	the	the	DET
issue-136	132	7	impact	impact	NOUN
issue-136	132	8	of	of	ADP
issue-136	132	9	smoothing	smooth	VERB
issue-136	132	10	using	use	VERB
issue-136	132	11	different	different	ADJ
issue-136	132	12	values	value	NOUN
issue-136	132	13	for	for	ADP
issue-136	132	14	δ	δ	PROPN
issue-136	132	15	ranging	range	VERB
issue-136	132	16	from	from	ADP
issue-136	132	17	0	0	NUM
issue-136	132	18	to	to	ADP
issue-136	132	19	0.5	0.5	NUM
issue-136	132	20	.	.	PUNCT
issue-136	133	1	as	as	SCONJ
issue-136	133	2	we	we	PRON
issue-136	133	3	can	can	AUX
issue-136	133	4	conclude	conclude	VERB
issue-136	133	5	from	from	ADP
issue-136	133	6	table	table	NOUN
issue-136	133	7	3	3	NUM
issue-136	133	8	,	,	PUNCT
issue-136	133	9	increasing	increase	VERB
issue-136	133	10	δ	δ	PROPN
issue-136	133	11	may	may	AUX
issue-136	133	12	or	or	CCONJ
issue-136	133	13	may	may	AUX
issue-136	133	14	not	not	PART
issue-136	133	15	result	result	VERB
issue-136	133	16	in	in	ADP
issue-136	133	17	better	well	ADJ
issue-136	133	18	returns	return	NOUN
issue-136	133	19	,	,	PUNCT
issue-136	133	20	however	however	ADV
issue-136	133	21	it	it	PRON
issue-136	133	22	always	always	ADV
issue-136	133	23	reduces	reduce	VERB
issue-136	133	24	the	the	DET
issue-136	133	25	standard	standard	ADJ
issue-136	133	26	deviation	deviation	NOUN
issue-136	133	27	and	and	CCONJ
issue-136	133	28	the	the	DET
issue-136	133	29	tracking	tracking	NOUN
issue-136	133	30	error	error	NOUN
issue-136	133	31	.	.	PUNCT
issue-136	134	1	so	so	ADV
issue-136	134	2	,	,	PUNCT
issue-136	134	3	smoothing	smooth	VERB
issue-136	134	4	makes	make	VERB
issue-136	134	5	sense	sense	NOUN
issue-136	134	6	purely	purely	ADV
issue-136	134	7	for	for	ADP
issue-136	134	8	the	the	DET
issue-136	134	9	reduction	reduction	NOUN
issue-136	134	10	of	of	ADP
issue-136	134	11	risk	risk	NOUN
issue-136	134	12	,	,	PUNCT
issue-136	134	13	and	and	CCONJ
issue-136	134	14	sometimes	sometimes	ADV
issue-136	134	15	it	it	PRON
issue-136	134	16	may	may	AUX
issue-136	134	17	also	also	ADV
issue-136	134	18	enhance	enhance	VERB
issue-136	134	19	returns	return	NOUN
issue-136	134	20	(	(	PUNCT
issue-136	134	21	which	which	PRON
issue-136	134	22	can	can	AUX
issue-136	134	23	be	be	AUX
issue-136	134	24	the	the	DET
issue-136	134	25	case	case	NOUN
issue-136	134	26	when	when	SCONJ
issue-136	134	27	active	active	ADJ
issue-136	134	28	bets	bet	NOUN
issue-136	134	29	prove	prove	VERB
issue-136	134	30	to	to	PART
issue-136	134	31	be	be	AUX
issue-136	134	32	counterproductive	counterproductive	ADJ
issue-136	134	33	)	)	PUNCT
issue-136	134	34	.	.	PUNCT
issue-136	135	1	second	second	ADJ
issue-136	135	2	,	,	PUNCT
issue-136	135	3	we	we	PRON
issue-136	135	4	will	will	AUX
issue-136	135	5	investigate	investigate	VERB
issue-136	135	6	the	the	DET
issue-136	135	7	impact	impact	NOUN
issue-136	135	8	of	of	ADP
issue-136	135	9	λ	λ	PROPN
issue-136	135	10	,	,	PUNCT
issue-136	135	11	which	which	PRON
issue-136	135	12	determines	determine	VERB
issue-136	135	13	the	the	DET
issue-136	135	14	weight	weight	NOUN
issue-136	135	15	of	of	ADP
issue-136	135	16	the	the	DET
issue-136	135	17	satellite	satellite	NOUN
issue-136	135	18	in	in	ADP
issue-136	135	19	the	the	DET
issue-136	135	20	total	total	ADJ
issue-136	135	21	portfolio	portfolio	NOUN
issue-136	135	22	.	.	PUNCT
issue-136	136	1	as	as	SCONJ
issue-136	136	2	we	we	PRON
issue-136	136	3	can	can	AUX
issue-136	136	4	see	see	VERB
issue-136	136	5	from	from	ADP
issue-136	136	6	table	table	NOUN
issue-136	136	7	4	4	NUM
issue-136	136	8	,	,	PUNCT
issue-136	136	9	with	with	SCONJ
issue-136	136	10	no	no	DET
issue-136	136	11	short	short	ADJ
issue-136	136	12	positions	position	NOUN
issue-136	136	13	allowed	allow	VERB
issue-136	136	14	in	in	ADP
issue-136	136	15	the	the	DET
issue-136	136	16	satellite	satellite	NOUN
issue-136	136	17	the	the	DET
issue-136	136	18	impact	impact	NOUN
issue-136	136	19	on	on	ADP
issue-136	136	20	returns	return	NOUN
issue-136	136	21	is	be	AUX
issue-136	136	22	linear	linear	ADJ
issue-136	136	23	and	and	CCONJ
issue-136	136	24	depends	depend	VERB
issue-136	136	25	on	on	ADP
issue-136	136	26	the	the	DET
issue-136	136	27	success	success	NOUN
issue-136	136	28	of	of	ADP
issue-136	136	29	the	the	DET
issue-136	136	30	active	active	ADJ
issue-136	136	31	bets	bet	NOUN
issue-136	136	32	–	–	PUNCT
issue-136	136	33	if	if	SCONJ
issue-136	136	34	they	they	PRON
issue-136	136	35	are	be	AUX
issue-136	136	36	adding	add	VERB
issue-136	136	37	value	value	NOUN
issue-136	136	38	the	the	DET
issue-136	136	39	total	total	ADJ
issue-136	136	40	return	return	NOUN
issue-136	136	41	increases	increase	NOUN
issue-136	136	42	and	and	CCONJ
issue-136	136	43	vice	vice	NOUN
issue-136	136	44	versa	versa	ADV
issue-136	136	45	.	.	PUNCT
issue-136	137	1	that	that	PRON
issue-136	137	2	can	can	AUX
issue-136	137	3	be	be	AUX
issue-136	137	4	explained	explain	VERB
issue-136	137	5	by	by	ADP
issue-136	137	6	the	the	DET
issue-136	137	7	fact	fact	NOUN
issue-136	137	8	that	that	SCONJ
issue-136	137	9	the	the	DET
issue-136	137	10	total	total	ADJ
issue-136	137	11	portfolio	portfolio	NOUN
issue-136	137	12	is	be	AUX
issue-136	137	13	a	a	DET
issue-136	137	14	linear	linear	ADJ
issue-136	137	15	combination	combination	NOUN
issue-136	137	16	of	of	ADP
issue-136	137	17	the	the	DET
issue-136	137	18	core	core	NOUN
issue-136	137	19	and	and	CCONJ
issue-136	137	20	the	the	DET
issue-136	137	21	satellite	satellite	NOUN
issue-136	137	22	.	.	PUNCT
issue-136	138	1	however	however	ADV
issue-136	138	2	,	,	PUNCT
issue-136	138	3	it	it	PRON
issue-136	138	4	’s	’	VERB
issue-136	138	5	not	not	PART
issue-136	138	6	the	the	DET
issue-136	138	7	case	case	NOUN
issue-136	138	8	when	when	SCONJ
issue-136	138	9	short	short	ADJ
issue-136	138	10	positions	position	NOUN
issue-136	138	11	are	be	AUX
issue-136	138	12	allowed	allow	VERB
issue-136	138	13	–	–	PUNCT
issue-136	138	14	since	since	SCONJ
issue-136	138	15	the	the	DET
issue-136	138	16	negative	negative	ADJ
issue-136	138	17	weights	weight	NOUN
issue-136	138	18	in	in	ADP
issue-136	138	19	the	the	DET
issue-136	138	20	satellite	satellite	NOUN
issue-136	138	21	depend	depend	VERB
issue-136	138	22	on	on	ADP
issue-136	138	23	the	the	DET
issue-136	138	24	core	core	NOUN
issue-136	138	25	allocations	allocation	NOUN
issue-136	138	26	,	,	PUNCT
issue-136	138	27	the	the	DET
issue-136	138	28	total	total	ADJ
issue-136	138	29	portfolio	portfolio	NOUN
issue-136	138	30	becomes	become	VERB
issue-136	138	31	a	a	DET
issue-136	138	32	non	non	ADJ
issue-136	138	33	-	-	ADJ
issue-136	138	34	linear	linear	ADJ
issue-136	138	35	combination	combination	NOUN
issue-136	138	36	.	.	PUNCT
issue-136	139	1	for	for	ADP
issue-136	139	2	instance	instance	NOUN
issue-136	139	3	,	,	PUNCT
issue-136	139	4	λ=0.05	λ=0.05	NOUN
issue-136	139	5	is	be	AUX
issue-136	139	6	superior	superior	ADJ
issue-136	139	7	to	to	ADP
issue-136	139	8	other	other	ADJ
issue-136	139	9	core	core	NOUN
issue-136	139	10	-	-	PUNCT
issue-136	139	11	satellite	satellite	NOUN
issue-136	139	12	combinations	combination	NOUN
issue-136	139	13	when	when	SCONJ
issue-136	139	14	no	no	DET
issue-136	139	15	smoothing	smoothing	NOUN
issue-136	139	16	is	be	AUX
issue-136	139	17	allowed	allow	VERB
issue-136	139	18	,	,	PUNCT
issue-136	139	19	whereas	whereas	SCONJ
issue-136	139	20	λ=0.1	λ=0.1	NOUN
issue-136	139	21	generated	generate	VERB
issue-136	139	22	the	the	DET
issue-136	139	23	highest	high	ADJ
issue-136	139	24	alpha	alpha	NOUN
issue-136	139	25	with	with	ADP
issue-136	139	26	smoothing	smooth	VERB
issue-136	139	27	.	.	PUNCT
issue-136	140	1	moreover	moreover	ADV
issue-136	140	2	,	,	PUNCT
issue-136	140	3	the	the	DET
issue-136	140	4	risk	risk	NOUN
issue-136	140	5	profile	profile	NOUN
issue-136	140	6	is	be	AUX
issue-136	140	7	significantly	significantly	ADV
issue-136	140	8	nonlinear	nonlinear	ADJ
issue-136	140	9	both	both	PRON
issue-136	140	10	for	for	ADP
issue-136	140	11	portfolios	portfolio	NOUN
issue-136	140	12	with	with	ADP
issue-136	140	13	short	short	ADJ
issue-136	140	14	positions	position	NOUN
issue-136	140	15	and	and	CCONJ
issue-136	140	16	without	without	ADP
issue-136	140	17	them	they	PRON
issue-136	140	18	.	.	PUNCT
issue-136	141	1	we	we	PRON
issue-136	141	2	can	can	AUX
issue-136	141	3	note	note	VERB
issue-136	141	4	that	that	SCONJ
issue-136	141	5	based	base	VERB
issue-136	141	6	on	on	ADP
issue-136	141	7	both	both	CCONJ
issue-136	141	8	absolute	absolute	ADJ
issue-136	141	9	risk	risk	NOUN
issue-136	141	10	and	and	CCONJ
issue-136	141	11	the	the	DET
issue-136	141	12	tracking	tracking	NOUN
issue-136	141	13	error	error	NOUN
issue-136	141	14	,	,	PUNCT
issue-136	141	15	the	the	DET
issue-136	141	16	optimal	optimal	ADJ
issue-136	141	17	risk	risk	NOUN
issue-136	141	18	-	-	PUNCT
issue-136	141	19	return	return	NOUN
issue-136	141	20	combinations	combination	NOUN
issue-136	141	21	correspond	correspond	VERB
issue-136	141	22	to	to	ADP
issue-136	141	23	a	a	DET
issue-136	141	24	relatively	relatively	ADV
issue-136	141	25	small	small	ADJ
issue-136	141	26	allocation	allocation	NOUN
issue-136	141	27	to	to	ADP
issue-136	141	28	the	the	DET
issue-136	141	29	satellite	satellite	NOUN
issue-136	141	30	(	(	PUNCT
issue-136	141	31	3	3	NUM
issue-136	141	32	%	%	NOUN
issue-136	141	33	to	to	PART
issue-136	141	34	10	10	NUM
issue-136	141	35	%	%	NOUN
issue-136	141	36	)	)	PUNCT
issue-136	141	37	and	and	CCONJ
issue-136	141	38	quickly	quickly	ADV
issue-136	141	39	decline	decline	VERB
issue-136	141	40	when	when	SCONJ
issue-136	141	41	the	the	DET
issue-136	141	42	allocation	allocation	NOUN
issue-136	141	43	to	to	ADP
issue-136	141	44	the	the	DET
issue-136	141	45	satellite	satellite	NOUN
issue-136	141	46	grows	grow	VERB
issue-136	141	47	over	over	ADP
issue-136	141	48	10	10	NUM
issue-136	141	49	%	%	NOUN
issue-136	141	50	.	.	PUNCT
issue-136	142	1	6	6	X
issue-136	142	2	.	.	PUNCT
issue-136	142	3	conclusions	conclusion	NOUN
issue-136	142	4	the	the	DET
issue-136	142	5	principles	principle	NOUN
issue-136	142	6	of	of	ADP
issue-136	142	7	islamic	islamic	ADJ
issue-136	142	8	finance	finance	NOUN
issue-136	142	9	pose	pose	VERB
issue-136	142	10	severe	severe	ADJ
issue-136	142	11	limitations	limitation	NOUN
issue-136	142	12	on	on	ADP
issue-136	142	13	the	the	DET
issue-136	142	14	portfolio	portfolio	NOUN
issue-136	142	15	management	management	NOUN
issue-136	142	16	techniques	technique	NOUN
issue-136	142	17	that	that	PRON
issue-136	142	18	are	be	AUX
issue-136	142	19	typically	typically	ADV
issue-136	142	20	utilized	utilize	VERB
issue-136	142	21	by	by	ADP
issue-136	142	22	hedge	hedge	NOUN
issue-136	142	23	funds	fund	NOUN
issue-136	142	24	.	.	PUNCT
issue-136	143	1	in	in	ADP
issue-136	143	2	this	this	DET
issue-136	143	3	paper	paper	NOUN
issue-136	143	4	we	we	PRON
issue-136	143	5	show	show	VERB
issue-136	143	6	how	how	SCONJ
issue-136	143	7	some	some	PRON
issue-136	143	8	of	of	ADP
issue-136	143	9	these	these	DET
issue-136	143	10	constraints	constraint	NOUN
issue-136	143	11	can	can	AUX
issue-136	143	12	be	be	AUX
issue-136	143	13	relaxed	relax	VERB
issue-136	143	14	if	if	SCONJ
issue-136	143	15	the	the	DET
issue-136	143	16	portfolio	portfolio	NOUN
issue-136	143	17	is	be	AUX
issue-136	143	18	split	split	VERB
issue-136	143	19	into	into	ADP
issue-136	143	20	the	the	DET
issue-136	143	21	core	core	NOUN
issue-136	143	22	and	and	CCONJ
issue-136	143	23	the	the	DET
issue-136	143	24	satellite	satellite	NOUN
issue-136	143	25	parts	part	NOUN
issue-136	143	26	,	,	PUNCT
issue-136	143	27	where	where	SCONJ
issue-136	143	28	the	the	DET
issue-136	143	29	core	core	NOUN
issue-136	143	30	portfolio	portfolio	NOUN
issue-136	143	31	tracks	track	VERB
issue-136	143	32	the	the	DET
issue-136	143	33	benchmark	benchmark	NOUN
issue-136	143	34	and	and	CCONJ
issue-136	143	35	the	the	DET
issue-136	143	36	satellite	satellite	NOUN
issue-136	143	37	portfolio	portfolio	NOUN
issue-136	143	38	is	be	AUX
issue-136	143	39	actively	actively	ADV
issue-136	143	40	managed	manage	VERB
issue-136	143	41	to	to	PART
issue-136	143	42	generate	generate	VERB
issue-136	143	43	alpha	alpha	NOUN
issue-136	143	44	.	.	PUNCT
issue-136	144	1	in	in	ADP
issue-136	144	2	this	this	DET
issue-136	144	3	case	case	NOUN
issue-136	144	4	the	the	DET
issue-136	144	5	existing	exist	VERB
issue-136	144	6	assets	asset	NOUN
issue-136	144	7	allocation	allocation	NOUN
issue-136	144	8	in	in	ADP
issue-136	144	9	the	the	DET
issue-136	144	10	core	core	NOUN
issue-136	144	11	part	part	NOUN
issue-136	144	12	can	can	AUX
issue-136	144	13	be	be	AUX
issue-136	144	14	used	use	VERB
issue-136	144	15	to	to	PART
issue-136	144	16	offset	offset	VERB
issue-136	144	17	some	some	DET
issue-136	144	18	short	short	ADJ
issue-136	144	19	positions	position	NOUN
issue-136	144	20	in	in	ADP
issue-136	144	21	the	the	DET
issue-136	144	22	active	active	ADJ
issue-136	144	23	part	part	NOUN
issue-136	144	24	.	.	PUNCT
issue-136	145	1	it	it	PRON
issue-136	145	2	allows	allow	VERB
issue-136	145	3	,	,	PUNCT
issue-136	145	4	among	among	ADP
issue-136	145	5	others	other	NOUN
issue-136	145	6	,	,	PUNCT
issue-136	145	7	to	to	PART
issue-136	145	8	implement	implement	VERB
issue-136	145	9	the	the	DET
issue-136	145	10	beta	beta	NOUN
issue-136	145	11	-	-	PUNCT
issue-136	145	12	neutral	neutral	ADJ
issue-136	145	13	strategy	strategy	NOUN
issue-136	145	14	.	.	PUNCT
issue-136	146	1	we	we	PRON
issue-136	146	2	show	show	VERB
issue-136	146	3	how	how	SCONJ
issue-136	146	4	tracking	tracking	NOUN
issue-136	146	5	error	error	NOUN
issue-136	146	6	volatility	volatility	NOUN
issue-136	146	7	minimization	minimization	NOUN
issue-136	146	8	can	can	AUX
issue-136	146	9	be	be	AUX
issue-136	146	10	combined	combine	VERB
issue-136	146	11	with	with	ADP
issue-136	146	12	the	the	DET
issue-136	146	13	active	active	ADJ
issue-136	146	14	management	management	NOUN
issue-136	146	15	on	on	ADP
issue-136	146	16	practice	practice	NOUN
issue-136	146	17	and	and	CCONJ
issue-136	146	18	develop	develop	VERB
issue-136	146	19	a	a	DET
issue-136	146	20	comprehensive	comprehensive	ADJ
issue-136	146	21	mathematical	mathematical	ADJ
issue-136	146	22	model	model	NOUN
issue-136	146	23	for	for	ADP
issue-136	146	24	the	the	DET
issue-136	146	25	portfolio	portfolio	NOUN
issue-136	146	26	management	management	NOUN
issue-136	146	27	under	under	ADP
issue-136	146	28	this	this	DET
issue-136	146	29	framework	framework	NOUN
issue-136	146	30	.	.	PUNCT
issue-136	147	1	our	our	PRON
issue-136	147	2	findings	finding	NOUN
issue-136	147	3	are	be	AUX
issue-136	147	4	based	base	VERB
issue-136	147	5	on	on	ADP
issue-136	147	6	managing	manage	VERB
issue-136	147	7	several	several	ADJ
issue-136	147	8	coresatellite	coresatellite	ADJ
issue-136	147	9	shari’ah	shari’ah	NOUN
issue-136	147	10	-	-	PUNCT
issue-136	147	11	compliant	compliant	ADJ
issue-136	147	12	portfolios	portfolio	NOUN
issue-136	147	13	on	on	ADP
issue-136	147	14	the	the	DET
issue-136	147	15	investment	investment	NOUN
issue-136	147	16	horizon	horizon	NOUN
issue-136	147	17	of	of	ADP
issue-136	147	18	three	three	NUM
issue-136	147	19	years	year	NOUN
issue-136	147	20	(	(	PUNCT
issue-136	147	21	september	september	PROPN
issue-136	147	22	2013	2013	NUM
issue-136	147	23	to	to	ADP
issue-136	147	24	august	august	PROPN
issue-136	147	25	2016	2016	NUM
issue-136	147	26	)	)	PUNCT
issue-136	147	27	.	.	PUNCT
issue-136	148	1	all	all	DET
issue-136	148	2	the	the	DET
issue-136	148	3	portfolios	portfolio	NOUN
issue-136	148	4	created	create	VERB
issue-136	148	5	with	with	ADP
issue-136	148	6	our	our	PRON
issue-136	148	7	approach	approach	NOUN
issue-136	148	8	have	have	AUX
issue-136	148	9	delivered	deliver	VERB
issue-136	148	10	significant	significant	ADJ
issue-136	148	11	value	value	NOUN
issue-136	148	12	and	and	CCONJ
issue-136	148	13	generated	generate	VERB
issue-136	148	14	alphas	alpha	NOUN
issue-136	148	15	from	from	ADP
issue-136	148	16	4	4	NUM
issue-136	148	17	%	%	NOUN
issue-136	148	18	to	to	PART
issue-136	148	19	5.7	5.7	NUM
issue-136	148	20	%	%	NOUN
issue-136	148	21	.	.	PUNCT
issue-136	149	1	the	the	DET
issue-136	149	2	actual	actual	ADJ
issue-136	149	3	results	result	NOUN
issue-136	149	4	substantially	substantially	ADV
issue-136	149	5	depend	depend	VERB
issue-136	149	6	on	on	ADP
issue-136	149	7	the	the	DET
issue-136	149	8	rebalancing	rebalancing	NOUN
issue-136	149	9	frequency	frequency	NOUN
issue-136	149	10	.	.	PUNCT
issue-136	150	1	with	with	ADP
issue-136	150	2	frequent	frequent	ADJ
issue-136	150	3	(	(	PUNCT
issue-136	150	4	monthly	monthly	ADJ
issue-136	150	5	)	)	PUNCT
issue-136	150	6	rebalancing	rebalancing	NOUN
issue-136	150	7	we	we	PRON
issue-136	150	8	got	get	VERB
issue-136	150	9	the	the	DET
issue-136	150	10	most	most	ADV
issue-136	150	11	accurate	accurate	ADJ
issue-136	150	12	tracking	tracking	NOUN
issue-136	150	13	of	of	ADP
issue-136	150	14	the	the	DET
issue-136	150	15	benchmark	benchmark	NOUN
issue-136	150	16	and	and	CCONJ
issue-136	150	17	the	the	DET
issue-136	150	18	lowest	low	ADJ
issue-136	150	19	amount	amount	NOUN
issue-136	150	20	of	of	ADP
issue-136	150	21	risk	risk	NOUN
issue-136	150	22	.	.	PUNCT
issue-136	151	1	moreover	moreover	ADV
issue-136	151	2	,	,	PUNCT
issue-136	151	3	active	active	ADJ
issue-136	151	4	bets	bet	NOUN
issue-136	151	5	tend	tend	VERB
issue-136	151	6	to	to	PART
issue-136	151	7	create	create	VERB
issue-136	151	8	value	value	NOUN
issue-136	151	9	on	on	ADP
issue-136	151	10	short	short	ADJ
issue-136	151	11	horizons	horizon	NOUN
issue-136	151	12	,	,	PUNCT
issue-136	151	13	so	so	SCONJ
issue-136	151	14	it	it	PRON
issue-136	151	15	’s	’	VERB
issue-136	151	16	with	with	ADP
issue-136	151	17	the	the	DET
issue-136	151	18	monthly	monthly	ADJ
issue-136	151	19	rebalancing	rebalancing	NOUN
issue-136	151	20	we	we	PRON
issue-136	151	21	were	be	AUX
issue-136	151	22	able	able	ADJ
issue-136	151	23	to	to	PART
issue-136	151	24	generate	generate	VERB
issue-136	151	25	the	the	DET
issue-136	151	26	highest	high	ADJ
issue-136	151	27	alpha	alpha	NOUN
issue-136	151	28	from	from	ADP
issue-136	151	29	the	the	DET
issue-136	151	30	most	most	ADV
issue-136	151	31	aggressive	aggressive	ADJ
issue-136	151	32	portfolio	portfolio	NOUN
issue-136	151	33	(	(	PUNCT
issue-136	151	34	satellite	satellite	NOUN
issue-136	151	35	includes	include	VERB
issue-136	151	36	short	short	ADJ
issue-136	151	37	positions	position	NOUN
issue-136	151	38	,	,	PUNCT
issue-136	151	39	no	no	DET
issue-136	151	40	smoothing	smoothing	NOUN
issue-136	151	41	introduced	introduce	VERB
issue-136	151	42	)	)	PUNCT
issue-136	151	43	.	.	PUNCT
issue-136	152	1	as	as	SCONJ
issue-136	152	2	our	our	PRON
issue-136	152	3	modeling	modeling	NOUN
issue-136	152	4	has	have	AUX
issue-136	152	5	demonstrated	demonstrate	VERB
issue-136	152	6	,	,	PUNCT
issue-136	152	7	the	the	DET
issue-136	152	8	best	good	ADJ
issue-136	152	9	results	result	NOUN
issue-136	152	10	are	be	AUX
issue-136	152	11	achieved	achieve	VERB
issue-136	152	12	when	when	SCONJ
issue-136	152	13	3	3	NUM
issue-136	152	14	%	%	NOUN
issue-136	152	15	to	to	PART
issue-136	152	16	10	10	NUM
issue-136	152	17	%	%	NOUN
issue-136	152	18	of	of	ADP
issue-136	152	19	the	the	DET
issue-136	152	20	portfolio	portfolio	NOUN
issue-136	152	21	is	be	AUX
issue-136	152	22	allocated	allocate	VERB
issue-136	152	23	to	to	ADP
issue-136	152	24	the	the	DET
issue-136	152	25	satellite	satellite	NOUN
issue-136	152	26	with	with	ADP
issue-136	152	27	active	active	ADJ
issue-136	152	28	management	management	NOUN
issue-136	152	29	,	,	PUNCT
issue-136	152	30	and	and	CCONJ
issue-136	152	31	the	the	DET
issue-136	152	32	remaining	remain	VERB
issue-136	152	33	90	90	NUM
issue-136	152	34	%	%	NOUN
issue-136	152	35	to	to	PART
issue-136	152	36	97	97	NUM
issue-136	152	37	%	%	NOUN
issue-136	152	38	is	be	AUX
issue-136	152	39	managed	manage	VERB
issue-136	152	40	to	to	PART
issue-136	152	41	minimize	minimize	VERB
issue-136	152	42	the	the	DET
issue-136	152	43	tracking	tracking	NOUN
issue-136	152	44	error	error	NOUN
issue-136	152	45	.	.	PUNCT
issue-136	153	1	as	as	SCONJ
issue-136	153	2	we	we	PRON
issue-136	153	3	shift	shift	VERB
issue-136	153	4	towards	towards	ADP
issue-136	153	5	less	less	ADV
issue-136	153	6	frequent	frequent	ADJ
issue-136	153	7	rebalancing	rebalancing	NOUN
issue-136	153	8	,	,	PUNCT
issue-136	153	9	active	active	ADJ
issue-136	153	10	bets	bet	NOUN
issue-136	153	11	start	start	VERB
issue-136	153	12	working	work	VERB
issue-136	153	13	worse	worse	ADV
issue-136	153	14	.	.	PUNCT
issue-136	154	1	even	even	ADV
issue-136	154	2	with	with	ADP
issue-136	154	3	quarterly	quarterly	ADJ
issue-136	154	4	rebalancing	rebalancing	NOUN
issue-136	154	5	it	it	PRON
issue-136	154	6	seems	seem	VERB
issue-136	154	7	that	that	SCONJ
issue-136	154	8	no	no	DET
issue-136	154	9	additional	additional	ADJ
issue-136	154	10	value	value	NOUN
issue-136	154	11	can	can	AUX
issue-136	154	12	be	be	AUX
issue-136	154	13	created	create	VERB
issue-136	154	14	by	by	ADP
issue-136	154	15	allowing	allow	VERB
issue-136	154	16	for	for	ADP
issue-136	154	17	short	short	ADJ
issue-136	154	18	positions	position	NOUN
issue-136	154	19	in	in	ADP
issue-136	154	20	the	the	DET
issue-136	154	21	satellite	satellite	NOUN
issue-136	154	22	portfolio	portfolio	NOUN
issue-136	154	23	.	.	PUNCT
issue-136	155	1	so	so	ADV
issue-136	155	2	our	our	PRON
issue-136	155	3	findings	finding	NOUN
issue-136	155	4	show	show	VERB
issue-136	155	5	that	that	SCONJ
issue-136	155	6	it	it	PRON
issue-136	155	7	’s	’	VERB
issue-136	155	8	better	well	ADJ
issue-136	155	9	to	to	PART
issue-136	155	10	refrain	refrain	VERB
issue-136	155	11	from	from	ADP
issue-136	155	12	the	the	DET
issue-136	155	13	aggressive	aggressive	ADJ
issue-136	155	14	portfolio	portfolio	NOUN
issue-136	155	15	management	management	NOUN
issue-136	155	16	and	and	CCONJ
issue-136	155	17	use	use	VERB
issue-136	155	18	a	a	DET
issue-136	155	19	table	table	NOUN
issue-136	155	20	4	4	NUM
issue-136	155	21	portfolio	portfolio	NOUN
issue-136	155	22	results	result	NOUN
issue-136	155	23	for	for	ADP
issue-136	155	24	various	various	ADJ
issue-136	155	25	satellite	satellite	NOUN
issue-136	155	26	weights	weight	NOUN
issue-136	155	27	(	(	PUNCT
issue-136	155	28	monthly	monthly	ADJ
issue-136	155	29	rebalancing	rebalancing	NOUN
issue-136	155	30	)	)	PUNCT
issue-136	155	31	no	no	DET
issue-136	155	32	short	short	ADJ
issue-136	155	33	positions	position	NOUN
issue-136	155	34	in	in	ADP
issue-136	155	35	the	the	DET
issue-136	155	36	satellite	satellite	NOUN
issue-136	155	37	short	short	ADJ
issue-136	155	38	positions	position	NOUN
issue-136	155	39	in	in	ADP
issue-136	155	40	the	the	DET
issue-136	155	41	satellite	satellite	NOUN
issue-136	155	42	allowed	allow	VERB
issue-136	155	43	weight	weight	NOUN
issue-136	155	44	,	,	PUNCT
issue-136	155	45	λ	λ	X
issue-136	155	46	0	0	NUM
issue-136	155	47	0.03	0.03	NUM
issue-136	155	48	0.05	0.05	NUM
issue-136	155	49	0.1	0.1	NUM
issue-136	155	50	0.2	0.2	NUM
issue-136	155	51	0.3	0.3	NUM
issue-136	155	52	0.03	0.03	NUM
issue-136	155	53	0.05	0.05	NUM
issue-136	155	54	0.1	0.1	NUM
issue-136	155	55	0.2	0.2	NUM
issue-136	155	56	0.3	0.3	NUM
issue-136	155	57	panel	panel	NOUN
issue-136	155	58	a.	a.	NOUN
issue-136	156	1	no	no	PRON
issue-136	156	2	smoothing	smooth	VERB
issue-136	156	3	total	total	ADJ
issue-136	156	4	return	return	NOUN
issue-136	156	5	14.29	14.29	NUM
issue-136	156	6	%	%	NOUN
issue-136	156	7	14.16	14.16	NUM
issue-136	156	8	%	%	NOUN
issue-136	156	9	14.07	14.07	NUM
issue-136	156	10	%	%	NOUN
issue-136	156	11	13.83	13.83	NUM
issue-136	156	12	%	%	NOUN
issue-136	156	13	13.37	13.37	NUM
issue-136	156	14	%	%	NOUN
issue-136	156	15	12.88	12.88	NUM
issue-136	156	16	%	%	NOUN
issue-136	156	17	15.34	15.34	NUM
issue-136	156	18	%	%	NOUN
issue-136	156	19	15.43	15.43	NUM
issue-136	156	20	%	%	NOUN
issue-136	156	21	15.15	15.15	NUM
issue-136	156	22	%	%	NOUN
issue-136	156	23	14.29	14.29	NUM
issue-136	156	24	%	%	NOUN
issue-136	156	25	12.67	12.67	NUM
issue-136	156	26	%	%	NOUN
issue-136	156	27	st	st	PROPN
issue-136	156	28	.	.	PROPN
issue-136	156	29	deviation	deviation	NOUN
issue-136	156	30	13.66	13.66	NUM
issue-136	156	31	%	%	NOUN
issue-136	156	32	13.62	13.62	NUM
issue-136	156	33	%	%	NOUN
issue-136	156	34	13.60	13.60	NUM
issue-136	156	35	%	%	NOUN
issue-136	156	36	13.57	13.57	NUM
issue-136	156	37	%	%	NOUN
issue-136	156	38	13.61	13.61	NUM
issue-136	156	39	%	%	NOUN
issue-136	156	40	13.80	13.80	NUM
issue-136	156	41	%	%	NOUN
issue-136	156	42	13.55	13.55	NUM
issue-136	156	43	%	%	NOUN
issue-136	156	44	13.58	13.58	NUM
issue-136	156	45	%	%	NOUN
issue-136	156	46	13.72	13.72	NUM
issue-136	156	47	%	%	NOUN
issue-136	156	48	14.02	14.02	NUM
issue-136	156	49	%	%	NOUN
issue-136	156	50	14.47	14.47	NUM
issue-136	156	51	%	%	NOUN
issue-136	156	52	alpha	alpha	NOUN
issue-136	156	53	4.97	4.97	NUM
issue-136	156	54	%	%	NOUN
issue-136	156	55	4.85	4.85	NUM
issue-136	156	56	%	%	NOUN
issue-136	156	57	4.77	4.77	NUM
issue-136	156	58	%	%	NOUN
issue-136	156	59	4.56	4.56	NUM
issue-136	156	60	%	%	NOUN
issue-136	156	61	4.14	4.14	NUM
issue-136	156	62	%	%	NOUN
issue-136	156	63	3.71	3.71	NUM
issue-136	156	64	%	%	NOUN
issue-136	156	65	6.12	6.12	NUM
issue-136	156	66	%	%	NOUN
issue-136	156	67	6.25	6.25	NUM
issue-136	156	68	%	%	NOUN
issue-136	156	69	6.02	6.02	NUM
issue-136	156	70	%	%	NOUN
issue-136	156	71	5.22	5.22	NUM
issue-136	156	72	%	%	NOUN
issue-136	156	73	3.65	3.65	NUM
issue-136	156	74	%	%	NOUN
issue-136	156	75	beta	beta	NOUN
issue-136	156	76	0.9558	0.9558	NUM
issue-136	156	77	0.9531	0.9531	NUM
issue-136	156	78	0.9513	0.9513	NUM
issue-136	156	79	0.9469	0.9469	NUM
issue-136	156	80	0.9380	0.9380	NUM
issue-136	156	81	0.9290	0.9290	NUM
issue-136	156	82	0.9381	0.9381	NUM
issue-136	156	83	0.9309	0.9309	NUM
issue-136	156	84	0.9210	0.9210	NUM
issue-136	156	85	0.9100	0.9100	NUM
issue-136	156	86	0.9015	0.9015	NUM
issue-136	156	87	sharpe	sharpe	PROPN
issue-136	156	88	ratio	ratio	NOUN
issue-136	156	89	0.7530	0.7530	NUM
issue-136	156	90	0.7456	0.7456	NUM
issue-136	156	91	0.7405	0.7405	NUM
issue-136	156	92	0.7248	0.7248	NUM
issue-136	156	93	0.6880	0.6880	NUM
issue-136	156	94	0.6436	0.6436	NUM
issue-136	156	95	0.8365	0.8365	NUM
issue-136	156	96	0.8421	0.8421	NUM
issue-136	156	97	0.8129	0.8129	NUM
issue-136	156	98	0.7338	0.7338	NUM
issue-136	156	99	0.5989	0.5989	NUM
issue-136	156	100	tev	tev	NOUN
issue-136	156	101	3.67	3.67	NUM
issue-136	156	102	%	%	NOUN
issue-136	156	103	3.65	3.65	NUM
issue-136	156	104	%	%	NOUN
issue-136	156	105	3.66	3.66	NUM
issue-136	156	106	%	%	NOUN
issue-136	156	107	3.78	3.78	NUM
issue-136	156	108	%	%	NOUN
issue-136	156	109	4.35	4.35	NUM
issue-136	156	110	%	%	NOUN
issue-136	156	111	5.23	5.23	NUM
issue-136	156	112	%	%	NOUN
issue-136	156	113	4.15	4.15	NUM
issue-136	156	114	%	%	NOUN
issue-136	156	115	4.53	4.53	NUM
issue-136	156	116	%	%	NOUN
issue-136	156	117	5.31	5.31	NUM
issue-136	156	118	%	%	NOUN
issue-136	156	119	6.38	6.38	NUM
issue-136	156	120	%	%	NOUN
issue-136	156	121	7.53	7.53	NUM
issue-136	156	122	%	%	NOUN
issue-136	156	123	panel	panel	NOUN
issue-136	156	124	b.	b.	PROPN
issue-136	156	125	smoothing	smooth	VERB
issue-136	156	126	with	with	ADP
issue-136	156	127	factor	factor	NOUN
issue-136	156	128	0.5	0.5	NUM
issue-136	156	129	total	total	NOUN
issue-136	156	130	return	return	NOUN
issue-136	156	131	14.26	14.26	NUM
issue-136	156	132	%	%	NOUN
issue-136	156	133	14.18	14.18	NUM
issue-136	156	134	%	%	NOUN
issue-136	156	135	14.12	14.12	NUM
issue-136	156	136	%	%	NOUN
issue-136	156	137	13.97	13.97	NUM
issue-136	156	138	%	%	NOUN
issue-136	156	139	13.68	13.68	NUM
issue-136	156	140	%	%	NOUN
issue-136	156	141	13.38	13.38	NUM
issue-136	156	142	%	%	NOUN
issue-136	156	143	14.10	14.10	NUM
issue-136	156	144	%	%	NOUN
issue-136	156	145	14.00	14.00	NUM
issue-136	156	146	%	%	NOUN
issue-136	156	147	14.07	14.07	NUM
issue-136	156	148	%	%	NOUN
issue-136	156	149	13.68	13.68	NUM
issue-136	156	150	%	%	NOUN
issue-136	156	151	13.07	13.07	NUM
issue-136	156	152	%	%	NOUN
issue-136	156	153	st	st	PROPN
issue-136	156	154	.	.	PROPN
issue-136	156	155	deviation	deviation	NOUN
issue-136	156	156	13.47	13.47	NUM
issue-136	156	157	%	%	NOUN
issue-136	156	158	13.43	13.43	NUM
issue-136	156	159	%	%	NOUN
issue-136	156	160	13.41	13.41	NUM
issue-136	156	161	%	%	NOUN
issue-136	156	162	13.38	13.38	NUM
issue-136	156	163	%	%	NOUN
issue-136	156	164	13.39	13.39	NUM
issue-136	156	165	%	%	NOUN
issue-136	156	166	13.49	13.49	NUM
issue-136	156	167	%	%	NOUN
issue-136	156	168	13.35	13.35	NUM
issue-136	156	169	%	%	NOUN
issue-136	156	170	13.35	13.35	NUM
issue-136	156	171	%	%	NOUN
issue-136	156	172	13.42	13.42	NUM
issue-136	156	173	%	%	NOUN
issue-136	156	174	13.61	13.61	NUM
issue-136	156	175	%	%	NOUN
issue-136	156	176	13.89	13.89	NUM
issue-136	156	177	%	%	NOUN
issue-136	156	178	alpha	alpha	NOUN
issue-136	156	179	4.99	4.99	NUM
issue-136	156	180	%	%	NOUN
issue-136	156	181	4.91	4.91	NUM
issue-136	156	182	%	%	NOUN
issue-136	156	183	4.86	4.86	NUM
issue-136	156	184	%	%	NOUN
issue-136	156	185	4.73	4.73	NUM
issue-136	156	186	%	%	NOUN
issue-136	156	187	4.48	4.48	NUM
issue-136	156	188	%	%	NOUN
issue-136	156	189	4.21	4.21	NUM
issue-136	156	190	%	%	NOUN
issue-136	156	191	4.89	4.89	NUM
issue-136	156	192	%	%	NOUN
issue-136	156	193	4.82	4.82	NUM
issue-136	156	194	%	%	NOUN
issue-136	156	195	4.95	4.95	NUM
issue-136	156	196	%	%	NOUN
issue-136	156	197	4.60	4.60	NUM
issue-136	156	198	%	%	NOUN
issue-136	156	199	4.03	4.03	NUM
issue-136	156	200	%	%	NOUN
issue-136	156	201	beta	beta	NOUN
issue-136	156	202	0.9480	0.9480	NUM
issue-136	156	203	0.9459	0.9459	NUM
issue-136	156	204	0.9446	0.9446	NUM
issue-136	156	205	0.9412	0.9412	NUM
issue-136	156	206	0.9345	0.9345	NUM
issue-136	156	207	0.9277	0.9277	NUM
issue-136	157	1	0.9355	0.9355	NUM
issue-136	157	2	0.9295	0.9295	NUM
issue-136	157	3	0.9211	0.9211	NUM
issue-136	157	4	0.9133	0.9133	NUM
issue-136	157	5	0.9068	0.9068	NUM
issue-136	157	6	sharpe	sharpe	PROPN
issue-136	157	7	ratio	ratio	NOUN
issue-136	157	8	0.7621	0.7621	NUM
issue-136	157	9	0.7578	0.7578	NUM
issue-136	157	10	0.7544	0.7544	NUM
issue-136	157	11	0.7450	0.7450	NUM
issue-136	157	12	0.7228	0.7228	NUM
issue-136	157	13	0.6951	0.6951	NUM
issue-136	157	14	0.7567	0.7567	NUM
issue-136	157	15	0.7487	0.7487	NUM
issue-136	157	16	0.7509	0.7509	NUM
issue-136	157	17	0.7112	0.7112	NUM
issue-136	157	18	0.6533	0.6533	NUM
issue-136	157	19	tev	tev	NOUN
issue-136	157	20	3.33	3.33	NUM
issue-136	157	21	%	%	NOUN
issue-136	157	22	3.31	3.31	NUM
issue-136	157	23	%	%	NOUN
issue-136	157	24	3.31	3.31	NUM
issue-136	157	25	%	%	NOUN
issue-136	157	26	3.39	3.39	NUM
issue-136	157	27	%	%	NOUN
issue-136	157	28	3.77	3.77	NUM
issue-136	157	29	%	%	NOUN
issue-136	157	30	4.40	4.40	NUM
issue-136	157	31	%	%	NOUN
issue-136	157	32	3.56	3.56	NUM
issue-136	157	33	%	%	NOUN
issue-136	157	34	3.87	3.87	NUM
issue-136	157	35	%	%	NOUN
issue-136	157	36	4.47	4.47	NUM
issue-136	157	37	%	%	NOUN
issue-136	157	38	5.32	5.32	NUM
issue-136	157	39	%	%	NOUN
issue-136	157	40	6.18	6.18	NUM
issue-136	157	41	%	%	NOUN
issue-136	157	42	(	(	PUNCT
issue-136	157	43	source	source	NOUN
issue-136	157	44	:	:	PUNCT
issue-136	157	45	calculated	calculate	VERB
issue-136	157	46	by	by	ADP
issue-136	157	47	the	the	DET
issue-136	157	48	author	author	NOUN
issue-136	157	49	)	)	PUNCT
issue-136	157	50	baltic	baltic	ADJ
issue-136	157	51	journal	journal	PROPN
issue-136	157	52	of	of	ADP
issue-136	157	53	economic	economic	ADJ
issue-136	157	54	studies	study	NOUN
issue-136	157	55	96	96	NUM
issue-136	157	56	vol	vol	NOUN
issue-136	157	57	.	.	PROPN
issue-136	157	58	2	2	NUM
issue-136	157	59	,	,	PUNCT
issue-136	157	60	no	no	INTJ
issue-136	157	61	.	.	NOUN
issue-136	157	62	4	4	NUM
issue-136	157	63	,	,	PUNCT
issue-136	157	64	2016	2016	NUM
issue-136	157	65	long	long	ADJ
issue-136	157	66	-	-	PUNCT
issue-136	157	67	only	only	ADV
issue-136	157	68	satellite	satellite	NOUN
issue-136	157	69	in	in	ADP
issue-136	157	70	case	case	NOUN
issue-136	157	71	of	of	ADP
issue-136	157	72	less	less	ADV
issue-136	157	73	frequent	frequent	ADJ
issue-136	157	74	rebalancing	rebalancing	NOUN
issue-136	157	75	.	.	PUNCT
issue-136	158	1	smoothing	smooth	VERB
issue-136	158	2	can	can	AUX
issue-136	158	3	be	be	AUX
issue-136	158	4	used	use	VERB
issue-136	158	5	to	to	PART
issue-136	158	6	reduce	reduce	VERB
issue-136	158	7	the	the	DET
issue-136	158	8	tracking	tracking	NOUN
issue-136	158	9	error	error	NOUN
issue-136	158	10	,	,	PUNCT
issue-136	158	11	and	and	CCONJ
issue-136	158	12	the	the	DET
issue-136	158	13	decrease	decrease	NOUN
issue-136	158	14	is	be	AUX
issue-136	158	15	more	more	ADV
issue-136	158	16	significant	significant	ADJ
issue-136	158	17	if	if	SCONJ
issue-136	158	18	the	the	DET
issue-136	158	19	satellite	satellite	NOUN
issue-136	158	20	contains	contain	VERB
issue-136	158	21	short	short	ADJ
issue-136	158	22	positions	position	NOUN
issue-136	158	23	.	.	PUNCT
issue-136	159	1	however	however	ADV
issue-136	159	2	,	,	PUNCT
issue-136	159	3	smoothing	smooth	VERB
issue-136	159	4	should	should	AUX
issue-136	159	5	be	be	AUX
issue-136	159	6	used	use	VERB
issue-136	159	7	with	with	ADP
issue-136	159	8	care	care	NOUN
issue-136	159	9	–	–	PUNCT
issue-136	159	10	it	it	PRON
issue-136	159	11	would	would	AUX
issue-136	159	12	also	also	ADV
issue-136	159	13	reduce	reduce	VERB
issue-136	159	14	benefits	benefit	NOUN
issue-136	159	15	from	from	ADP
issue-136	159	16	the	the	DET
issue-136	159	17	active	active	ADJ
issue-136	159	18	bets	bet	NOUN
issue-136	159	19	if	if	SCONJ
issue-136	159	20	they	they	PRON
issue-136	159	21	were	be	AUX
issue-136	159	22	successful	successful	ADJ
issue-136	159	23	.	.	PUNCT
issue-136	160	1	references	reference	NOUN
issue-136	160	2	caliman	caliman	NOUN
issue-136	160	3	,	,	PUNCT
issue-136	160	4	t.	t.	PROPN
issue-136	160	5	,	,	PUNCT
issue-136	160	6	d’hondt	d’hondt	PROPN
issue-136	160	7	,	,	PUNCT
issue-136	160	8	c.	c.	NOUN
issue-136	160	9	,	,	PUNCT
issue-136	160	10	petitjean	petitjean	NOUN
issue-136	160	11	,	,	PUNCT
issue-136	160	12	m.	m.	NOUN
issue-136	160	13	(	(	PUNCT
issue-136	160	14	2013	2013	NUM
issue-136	160	15	)	)	PUNCT
issue-136	160	16	.	.	PUNCT
issue-136	161	1	determining	determine	VERB
issue-136	161	2	an	an	DET
issue-136	161	3	optimal	optimal	ADJ
issue-136	161	4	multiplier	multipli	ADJ
issue-136	161	5	in	in	ADP
issue-136	161	6	dynamic	dynamic	ADJ
issue-136	161	7	core	core	NOUN
issue-136	161	8	-	-	PUNCT
issue-136	161	9	satellite	satellite	NOUN
issue-136	161	10	strategies	strategy	NOUN
issue-136	161	11	.	.	PUNCT
issue-136	162	1	journal	journal	NOUN
issue-136	162	2	of	of	ADP
issue-136	162	3	asset	asset	NOUN
issue-136	162	4	management	management	NOUN
issue-136	162	5	,	,	PUNCT
issue-136	162	6	volume	volume	NOUN
issue-136	162	7	14	14	NUM
issue-136	162	8	,	,	PUNCT
issue-136	162	9	issue	issue	NOUN
issue-136	162	10	4	4	NUM
issue-136	162	11	,	,	PUNCT
issue-136	162	12	p.	p.	NOUN
issue-136	162	13	210	210	NUM
issue-136	162	14	-	-	SYM
issue-136	162	15	227	227	NUM
issue-136	162	16	.	.	PUNCT
issue-136	163	1	chin	chin	PROPN
issue-136	163	2	,	,	PUNCT
issue-136	163	3	p.f	p.f	PROPN
issue-136	163	4	.	.	PROPN
issue-136	163	5	(	(	PUNCT
issue-136	163	6	2010	2010	NUM
issue-136	163	7	)	)	PUNCT
issue-136	163	8	.	.	PUNCT
issue-136	164	1	the	the	DET
issue-136	164	2	core	core	NOUN
issue-136	164	3	-	-	PUNCT
issue-136	164	4	satellite	satellite	NOUN
issue-136	164	5	approach	approach	NOUN
issue-136	164	6	–	–	PUNCT
issue-136	164	7	the	the	DET
issue-136	164	8	case	case	NOUN
issue-136	164	9	for	for	ADP
issue-136	164	10	beta	beta	NOUN
issue-136	164	11	.	.	PUNCT
issue-136	165	1	infinance	infinance	NOUN
issue-136	165	2	,	,	PUNCT
issue-136	165	3	volume	volume	NOUN
issue-136	165	4	124	124	NUM
issue-136	165	5	,	,	PUNCT
issue-136	165	6	issue	issue	NOUN
issue-136	165	7	2	2	NUM
issue-136	165	8	,	,	PUNCT
issue-136	165	9	p.	p.	NOUN
issue-136	165	10	30–32	30–32	NUM
issue-136	165	11	.	.	PUNCT
issue-136	166	1	ismail	ismail	PROPN
issue-136	166	2	,	,	PUNCT
issue-136	166	3	a.g	a.g	PROPN
issue-136	166	4	.	.	PROPN
issue-136	166	5	,	,	PUNCT
issue-136	166	6	tohirin	tohirin	PROPN
issue-136	166	7	,	,	PUNCT
issue-136	166	8	a.	a.	NOUN
issue-136	166	9	(	(	PUNCT
issue-136	166	10	2010	2010	NUM
issue-136	166	11	)	)	PUNCT
issue-136	166	12	.	.	PUNCT
issue-136	167	1	islamic	islamic	ADJ
issue-136	167	2	law	law	PROPN
issue-136	167	3	and	and	CCONJ
issue-136	167	4	finance	finance	NOUN
issue-136	167	5	.	.	PUNCT
issue-136	168	1	humanomics	humanomic	NOUN
issue-136	168	2	,	,	PUNCT
issue-136	168	3	volume	volume	NOUN
issue-136	168	4	26	26	NUM
issue-136	168	5	,	,	PUNCT
issue-136	168	6	issue	issue	NOUN
issue-136	168	7	3	3	NUM
issue-136	168	8	,	,	PUNCT
issue-136	168	9	p.	p.	NOUN
issue-136	168	10	178–199	178–199	NUM
issue-136	168	11	.	.	PUNCT
issue-136	169	1	jawadi	jawadi	PROPN
issue-136	169	2	,	,	PUNCT
issue-136	169	3	f.	f.	PROPN
issue-136	169	4	,	,	PUNCT
issue-136	169	5	jawadi	jawadi	PROPN
issue-136	169	6	,	,	PUNCT
issue-136	169	7	n.	n.	NOUN
issue-136	169	8	,	,	PUNCT
issue-136	169	9	louhichi	louhichi	PROPN
issue-136	169	10	,	,	PUNCT
issue-136	169	11	w.	w.	PROPN
issue-136	169	12	(	(	PUNCT
issue-136	169	13	2014	2014	NUM
issue-136	169	14	)	)	PUNCT
issue-136	169	15	.	.	PUNCT
issue-136	170	1	conventional	conventional	ADJ
issue-136	170	2	and	and	CCONJ
issue-136	170	3	islamic	islamic	ADJ
issue-136	170	4	stock	stock	NOUN
issue-136	170	5	price	price	NOUN
issue-136	170	6	performance	performance	NOUN
issue-136	170	7	:	:	PUNCT
issue-136	170	8	an	an	DET
issue-136	170	9	empirical	empirical	ADJ
issue-136	170	10	investigation	investigation	NOUN
issue-136	170	11	.	.	PUNCT
issue-136	171	1	international	international	ADJ
issue-136	171	2	economics	economic	NOUN
issue-136	171	3	,	,	PUNCT
issue-136	171	4	volume	volume	NOUN
issue-136	171	5	137	137	NUM
issue-136	171	6	,	,	PUNCT
issue-136	171	7	p.	p.	NOUN
issue-136	171	8	73–87	73–87	NUM
issue-136	171	9	.	.	PUNCT
issue-136	172	1	jorion	jorion	NOUN
issue-136	172	2	,	,	PUNCT
issue-136	172	3	p.	p.	NOUN
issue-136	172	4	(	(	PUNCT
issue-136	172	5	2003	2003	NUM
issue-136	172	6	)	)	PUNCT
issue-136	172	7	.	.	PUNCT
issue-136	173	1	portfolio	portfolio	NOUN
issue-136	173	2	optimization	optimization	NOUN
issue-136	173	3	with	with	ADP
issue-136	173	4	tracking	tracking	NOUN
issue-136	173	5	-	-	PUNCT
issue-136	173	6	error	error	NOUN
issue-136	173	7	constraints	constraint	NOUN
issue-136	173	8	.	.	PUNCT
issue-136	174	1	financial	financial	ADJ
issue-136	174	2	analysis	analysis	NOUN
issue-136	174	3	journal	journal	NOUN
issue-136	174	4	,	,	PUNCT
issue-136	174	5	volume	volume	NOUN
issue-136	174	6	59	59	NUM
issue-136	174	7	,	,	PUNCT
issue-136	174	8	issue	issue	NOUN
issue-136	174	9	5	5	NUM
issue-136	174	10	,	,	PUNCT
issue-136	174	11	p.	p.	NOUN
issue-136	174	12	70–82	70–82	NUM
issue-136	174	13	.	.	PUNCT
issue-136	175	1	khokhlov	khokhlov	PROPN
issue-136	175	2	,	,	PUNCT
issue-136	175	3	v.y	v.y	PROPN
issue-136	175	4	.	.	PROPN
issue-136	175	5	(	(	PUNCT
issue-136	175	6	2011	2011	NUM
issue-136	175	7	)	)	PUNCT
issue-136	175	8	.	.	PUNCT
issue-136	176	1	tracking	track	VERB
issue-136	176	2	portfolio	portfolio	NOUN
issue-136	176	3	optimization	optimization	NOUN
issue-136	176	4	.	.	PUNCT
issue-136	177	1	economic	economic	ADJ
issue-136	177	2	bulletin	bulletin	NOUN
issue-136	177	3	of	of	ADP
issue-136	177	4	the	the	DET
issue-136	177	5	national	national	PROPN
issue-136	177	6	mining	mining	PROPN
issue-136	177	7	university	university	PROPN
issue-136	177	8	,	,	PUNCT
issue-136	177	9	volume	volume	NOUN
issue-136	177	10	2	2	NUM
issue-136	177	11	,	,	PUNCT
issue-136	177	12	p.	p.	NOUN
issue-136	177	13	140	140	NUM
issue-136	177	14	-	-	SYM
issue-136	177	15	144	144	NUM
issue-136	177	16	.	.	PUNCT
issue-136	178	1	leibowitz	leibowitz	PROPN
issue-136	178	2	,	,	PUNCT
issue-136	178	3	m.l	m.l	PROPN
issue-136	178	4	.	.	PROPN
issue-136	178	5	,	,	PUNCT
issue-136	178	6	bova	bova	PROPN
issue-136	178	7	,	,	PUNCT
issue-136	178	8	a.	a.	NOUN
issue-136	178	9	(	(	PUNCT
issue-136	178	10	2005	2005	NUM
issue-136	178	11	)	)	PUNCT
issue-136	178	12	.	.	PUNCT
issue-136	179	1	allocation	allocation	NOUN
issue-136	179	2	betas	beta	NOUN
issue-136	179	3	.	.	PUNCT
issue-136	180	1	financial	financial	ADJ
issue-136	180	2	analysts	analyst	NOUN
issue-136	180	3	journal	journal	NOUN
issue-136	180	4	,	,	PUNCT
issue-136	180	5	volume	volume	NOUN
issue-136	180	6	61	61	NUM
issue-136	180	7	,	,	PUNCT
issue-136	180	8	issue	issue	NOUN
issue-136	180	9	5	5	NUM
issue-136	180	10	,	,	PUNCT
issue-136	180	11	p.	p.	NOUN
issue-136	180	12	70–82	70–82	NUM
issue-136	180	13	.	.	PUNCT
issue-136	181	1	markowitz	markowitz	PROPN
issue-136	181	2	,	,	PUNCT
issue-136	181	3	h.	h.	PROPN
issue-136	181	4	(	(	PUNCT
issue-136	181	5	1952	1952	NUM
issue-136	181	6	)	)	PUNCT
issue-136	181	7	.	.	PUNCT
issue-136	182	1	portfolio	portfolio	NOUN
issue-136	182	2	selection	selection	NOUN
issue-136	182	3	.	.	PUNCT
issue-136	183	1	the	the	DET
issue-136	183	2	journal	journal	PROPN
issue-136	183	3	of	of	ADP
issue-136	183	4	finance	finance	NOUN
issue-136	183	5	,	,	PUNCT
issue-136	183	6	volume	volume	NOUN
issue-136	183	7	7	7	NUM
issue-136	183	8	,	,	PUNCT
issue-136	183	9	issue	issue	NOUN
issue-136	183	10	1	1	NUM
issue-136	183	11	,	,	PUNCT
issue-136	183	12	p.	p.	NOUN
issue-136	183	13	77–91	77–91	NUM
issue-136	183	14	.	.	PUNCT
issue-136	184	1	patel	patel	PROPN
issue-136	184	2	,	,	PUNCT
issue-136	184	3	e.	e.	PROPN
issue-136	184	4	(	(	PUNCT
issue-136	184	5	2008	2008	NUM
issue-136	184	6	)	)	PUNCT
issue-136	184	7	.	.	PUNCT
issue-136	185	1	fundamentals	fundamental	NOUN
issue-136	185	2	of	of	ADP
issue-136	185	3	islamic	islamic	ADJ
issue-136	185	4	finance	finance	PROPN
issue-136	185	5	.	.	PUNCT
issue-136	186	1	accountancy	accountancy	PROPN
issue-136	186	2	sa	sa	PROPN
issue-136	186	3	,	,	PUNCT
issue-136	186	4	jun	jun	PROPN
issue-136	186	5	2008	2008	NUM
issue-136	186	6	,	,	PUNCT
issue-136	186	7	p.	p.	PROPN
issue-136	186	8	41–42	41–42	PROPN
issue-136	186	9	.	.	PUNCT
issue-136	187	1	roll	roll	PROPN
issue-136	187	2	,	,	PUNCT
issue-136	187	3	r.	r.	PROPN
issue-136	187	4	(	(	PUNCT
issue-136	187	5	1992	1992	NUM
issue-136	187	6	)	)	PUNCT
issue-136	187	7	.	.	PUNCT
issue-136	188	1	a	a	DET
issue-136	188	2	mean	mean	ADJ
issue-136	188	3	-	-	PUNCT
issue-136	188	4	variance	variance	NOUN
issue-136	188	5	analysis	analysis	NOUN
issue-136	188	6	of	of	ADP
issue-136	188	7	tracking	track	VERB
issue-136	188	8	error	error	NOUN
issue-136	188	9	.	.	PUNCT
issue-136	189	1	journal	journal	PROPN
issue-136	189	2	of	of	ADP
issue-136	189	3	portfolio	portfolio	NOUN
issue-136	189	4	management	management	NOUN
issue-136	189	5	,	,	PUNCT
issue-136	189	6	volume	volume	NOUN
issue-136	189	7	18	18	NUM
issue-136	189	8	,	,	PUNCT
issue-136	189	9	issue	issue	NOUN
issue-136	189	10	4	4	NUM
issue-136	189	11	,	,	PUNCT
issue-136	189	12	p.	p.	NOUN
issue-136	189	13	13–22	13–22	NUM
issue-136	189	14	.	.	PUNCT
issue-136	190	1	rudolf	rudolf	PROPN
issue-136	190	2	,	,	PUNCT
issue-136	190	3	r.a	r.a	PROPN
issue-136	190	4	.	.	PROPN
issue-136	190	5	,	,	PUNCT
issue-136	190	6	wolter	wolter	PROPN
issue-136	190	7	,	,	PUNCT
issue-136	190	8	h.-j	h.-j	PROPN
issue-136	190	9	.	.	PROPN
issue-136	190	10	,	,	PUNCT
issue-136	190	11	zimmermann	zimmermann	PROPN
issue-136	190	12	,	,	PUNCT
issue-136	190	13	h.	h.	PROPN
issue-136	190	14	(	(	PUNCT
issue-136	190	15	1999	1999	NUM
issue-136	190	16	)	)	PUNCT
issue-136	190	17	.	.	PUNCT
issue-136	191	1	liner	liner	NOUN
issue-136	191	2	model	model	NOUN
issue-136	191	3	for	for	ADP
issue-136	191	4	tracking	track	VERB
issue-136	191	5	error	error	NOUN
issue-136	191	6	minimization	minimization	NOUN
issue-136	191	7	.	.	PUNCT
issue-136	192	1	journal	journal	PROPN
issue-136	192	2	of	of	ADP
issue-136	192	3	banking	banking	NOUN
issue-136	192	4	&	&	CCONJ
issue-136	192	5	finance	finance	NOUN
issue-136	192	6	,	,	PUNCT
issue-136	192	7	volume	volume	NOUN
issue-136	192	8	23	23	NUM
issue-136	192	9	,	,	PUNCT
issue-136	192	10	p.	p.	NOUN
issue-136	192	11	85–103	85–103	NUM
issue-136	192	12	.	.	PUNCT
issue-136	193	1	treynor	treynor	PROPN
issue-136	193	2	,	,	PUNCT
issue-136	193	3	j.l	j.l	PROPN
issue-136	193	4	.	.	PROPN
issue-136	193	5	,	,	PUNCT
issue-136	193	6	black	black	PROPN
issue-136	193	7	,	,	PUNCT
issue-136	193	8	f.	f.	PROPN
issue-136	193	9	(	(	PUNCT
issue-136	193	10	1973	1973	NUM
issue-136	193	11	)	)	PUNCT
issue-136	193	12	.	.	PUNCT
issue-136	194	1	how	how	SCONJ
issue-136	194	2	to	to	PART
issue-136	194	3	use	use	VERB
issue-136	194	4	security	security	NOUN
issue-136	194	5	analysis	analysis	NOUN
issue-136	194	6	to	to	PART
issue-136	194	7	improve	improve	VERB
issue-136	194	8	portfolio	portfolio	NOUN
issue-136	194	9	selection	selection	NOUN
issue-136	194	10	.	.	PUNCT
issue-136	195	1	the	the	DET
issue-136	195	2	journal	journal	NOUN
issue-136	195	3	of	of	ADP
issue-136	195	4	business	business	NOUN
issue-136	195	5	,	,	PUNCT
issue-136	195	6	volume	volume	NOUN
issue-136	195	7	46	46	NUM
issue-136	195	8	,	,	PUNCT
issue-136	195	9	issue	issue	NOUN
issue-136	195	10	1	1	NUM
issue-136	195	11	,	,	PUNCT
issue-136	195	12	p.	p.	NOUN
issue-136	195	13	66–86	66–86	NUM
issue-136	195	14	.	.	PUNCT
issue-136	196	1	валентин	валентин	PROPN
issue-136	196	2	хохлов	хохлов	PROPN
issue-136	196	3	портфельные	портфельные	NOUN
issue-136	196	4	стратегии	стратегии	PROPN
issue-136	196	5	с	с	PROPN
issue-136	196	6	альфа	альфа	PROPN
issue-136	196	7	-	-	PUNCT
issue-136	196	8	бета	бета	PROPN
issue-136	196	9	разделением	разделением	ADJ
issue-136	196	10	на	на	PROPN
issue-136	196	11	примере	примере	PROPN
issue-136	196	12	исламских	исламских	ADP
issue-136	196	13	финансов	финансов	PROPN
issue-136	196	14	аннотация	аннотация	PROPN
issue-136	196	15	.	.	PUNCT
issue-136	197	1	целью	целью	PROPN
issue-136	197	2	статьи	статьи	PROPN
issue-136	197	3	является	является	ADJ
issue-136	197	4	разработка	разработка	NOUN
issue-136	197	5	математической	математической	NOUN
issue-136	197	6	модели	модели	VERB
issue-136	197	7	альфа	альфа	PROPN
issue-136	197	8	-	-	PUNCT
issue-136	197	9	бета	бета	PROPN
issue-136	197	10	разделения	разделения	NOUN
issue-136	197	11	,	,	PUNCT
issue-136	197	12	которая	которая	NOUN
issue-136	197	13	может	может	NOUN
issue-136	197	14	использоваться	использоваться	VERB
issue-136	197	15	для	для	PROPN
issue-136	197	16	создания	создания	PROPN
issue-136	197	17	портфельных	портфельных	PROPN
issue-136	197	18	стратегий	стратегий	PROPN
issue-136	197	19	типа	типа	VERB
issue-136	197	20	«	«	PUNCT
issue-136	197	21	ядро	ядро	VERB
issue-136	197	22	-	-	PUNCT
issue-136	197	23	спутник	спутник	NOUN
issue-136	197	24	»	»	NOUN
issue-136	197	25	,	,	PUNCT
issue-136	197	26	соответствующих	соответствующих	PROPN
issue-136	197	27	принципам	принципам	PROPN
issue-136	197	28	исламских	исламских	ADP
issue-136	197	29	финансов	финансов	PROPN
issue-136	197	30	.	.	PROPN
issue-136	197	31	методология	методология	PROPN
issue-136	197	32	.	.	PUNCT
issue-136	198	1	используется	используется	PROPN
issue-136	198	2	методология	методология	NOUN
issue-136	198	3	создания	создания	NOUN
issue-136	198	4	портфеля	портфеля	ADJ
issue-136	198	5	«	«	PUNCT
issue-136	198	6	ядроспутник	ядроспутник	NOUN
issue-136	198	7	»	»	X
issue-136	198	8	и	и	X
issue-136	198	9	подход	подход	NOUN
issue-136	198	10	альфа	альфа	NOUN
issue-136	198	11	-	-	PUNCT
issue-136	198	12	бета	бета	NOUN
issue-136	198	13	разделения	разделения	NOUN
issue-136	198	14	,	,	PUNCT
issue-136	198	15	при	при	NOUN
issue-136	198	16	этом	этом	PROPN
issue-136	198	17	ядро	ядро	VERB
issue-136	198	18	портфеля	портфеля	NOUN
issue-136	198	19	управляется	управляется	NOUN
issue-136	198	20	по	по	PROPN
issue-136	198	21	стратегии	стратегии	NOUN
issue-136	198	22	минимизации	минимизации	VERB
issue-136	198	23	ошибки	ошибки	ADJ
issue-136	198	24	слежения	слежения	PROPN
issue-136	198	25	,	,	PUNCT
issue-136	198	26	а	а	PROPN
issue-136	198	27	спутник	спутник	NOUN
issue-136	198	28	–	–	PUNCT
issue-136	198	29	по	по	PROPN
issue-136	198	30	стратегии	стратегии	PROPN
issue-136	198	31	оптимизации	оптимизации	PROPN
issue-136	198	32	доходности	доходности	PROPN
issue-136	198	33	и	и	PROPN
issue-136	198	34	риска	риска	NOUN
issue-136	198	35	.	.	PUNCT
issue-136	199	1	результаты	результаты	PROPN
issue-136	199	2	динамики	динамики	PROPN
issue-136	199	3	созданных	созданных	PROPN
issue-136	199	4	портфелей	портфелей	NOUN
issue-136	199	5	ясно	ясно	NOUN
issue-136	199	6	показывают	показывают	ADV
issue-136	199	7	,	,	PUNCT
issue-136	199	8	что	что	NOUN
issue-136	199	9	разделение	разделение	PROPN
issue-136	199	10	альфа	альфа	PROPN
issue-136	199	11	-	-	PUNCT
issue-136	199	12	бета	бета	PROPN
issue-136	199	13	привело	привело	PROPN
issue-136	199	14	к	к	PROPN
issue-136	199	15	созданию	созданию	PROPN
issue-136	199	16	существенной	существенной	PROPN
issue-136	199	17	стоимости	стоимости	PROPN
issue-136	199	18	.	.	PUNCT
issue-136	200	1	типичные	типичные	NOUN
issue-136	200	2	значения	значения	PROPN
issue-136	200	3	альфа	альфа	PROPN
issue-136	200	4	находятся	находятся	PROPN
issue-136	200	5	в	в	PROPN
issue-136	200	6	диапазоне	диапазоне	PROPN
issue-136	200	7	от	от	ADP
issue-136	200	8	4	4	NUM
issue-136	200	9	%	%	NOUN
issue-136	200	10	до	до	NOUN
issue-136	200	11	5.7	5.7	NUM
issue-136	200	12	%	%	NOUN
issue-136	200	13	.	.	PUNCT
issue-136	201	1	наиболее	наиболее	PROPN
issue-136	201	2	агрессивные	агрессивные	PROPN
issue-136	201	3	стратегии	стратегии	PROPN
issue-136	201	4	,	,	PUNCT
issue-136	201	5	которые	которые	ADP
issue-136	201	6	допускают	допускают	PROPN
issue-136	201	7	короткие	короткие	PROPN
issue-136	201	8	позиции	позиции	PROPN
issue-136	201	9	по	по	PROPN
issue-136	201	10	активам	активам	PROPN
issue-136	201	11	в	в	PROPN
issue-136	201	12	портфеле	портфеле	PROPN
issue-136	201	13	-	-	PUNCT
issue-136	201	14	спутнике	спутнике	NOUN
issue-136	201	15	,	,	PUNCT
issue-136	201	16	работают	работают	PROPN
issue-136	201	17	наилучшим	наилучшим	PROPN
issue-136	201	18	образом	образом	PROPN
issue-136	201	19	при	при	PROPN
issue-136	201	20	частой	частой	NOUN
issue-136	201	21	перебалансировке	перебалансировке	PROPN
issue-136	201	22	и	и	PROPN
issue-136	201	23	выигрывают	выигрывают	VERB
issue-136	201	24	за	за	ADP
issue-136	201	25	счет	счет	NOUN
issue-136	201	26	активных	активных	ADJ
issue-136	201	27	ставок	ставок	NOUN
issue-136	201	28	.	.	PUNCT
issue-136	202	1	техника	техника	ADJ
issue-136	202	2	сглаживания	сглаживания	NOUN
issue-136	202	3	,	,	PUNCT
issue-136	202	4	которая	которая	NOUN
issue-136	202	5	была	была	NOUN
issue-136	202	6	предложена	предложена	VERB
issue-136	202	7	для	для	PROPN
issue-136	202	8	уменьшения	уменьшения	PROPN
issue-136	202	9	оборачиваемости	оборачиваемости	PROPN
issue-136	202	10	портфеля	портфеля	PROPN
issue-136	202	11	и	и	PROPN
issue-136	202	12	стабилизации	стабилизации	VERB
issue-136	202	13	его	его	PROPN
issue-136	202	14	состава	состава	NOUN
issue-136	202	15	,	,	PUNCT
issue-136	202	16	работает	работает	PROPN
issue-136	202	17	лучше	лучше	PROPN
issue-136	202	18	при	при	PROPN
issue-136	202	19	менее	менее	PROPN
issue-136	202	20	эффективных	эффективных	PROPN
issue-136	202	21	активных	активных	PROPN
issue-136	202	22	ставках	ставках	PROPN
issue-136	202	23	,	,	PUNCT
issue-136	202	24	особенно	особенно	PROPN
issue-136	202	25	в	в	PROPN
issue-136	202	26	случае	случае	PROPN
issue-136	202	27	нечастой	нечастой	PROPN
issue-136	202	28	перебалансировки	перебалансировки	PROPN
issue-136	202	29	.	.	PUNCT
issue-136	203	1	наилучшее	наилучшее	PROPN
issue-136	203	2	соотношение	соотношение	PROPN
issue-136	203	3	доходности	доходности	PROPN
issue-136	203	4	и	и	PROPN
issue-136	203	5	риска	риска	NOUN
issue-136	203	6	получено	получено	NOUN
issue-136	203	7	при	при	NOUN
issue-136	203	8	небольшой	небольшой	NOUN
issue-136	203	9	(	(	PUNCT
issue-136	203	10	3	3	NUM
issue-136	203	11	-	-	SYM
issue-136	203	12	10	10	NUM
issue-136	203	13	%	%	NOUN
issue-136	203	14	)	)	PUNCT
issue-136	203	15	части	части	PROPN
issue-136	203	16	всего	всего	PROPN
issue-136	203	17	портфеля	портфеля	NOUN
issue-136	203	18	,	,	PUNCT
issue-136	203	19	которая	которая	ADJ
issue-136	203	20	выделяется	выделяется	NOUN
issue-136	203	21	в	в	PROPN
issue-136	203	22	спутник	спутник	PROPN
issue-136	203	23	,	,	PUNCT
issue-136	203	24	и	и	PROPN
issue-136	203	25	управлении	управлении	NOUN
issue-136	203	26	оставшейся	оставшейся	PROPN
issue-136	203	27	частью	частью	NOUN
issue-136	203	28	(	(	PUNCT
issue-136	203	29	90	90	NUM
issue-136	203	30	-	-	SYM
issue-136	203	31	97	97	NUM
issue-136	203	32	%	%	NOUN
issue-136	203	33	)	)	PUNCT
issue-136	204	1	в	в	PROPN
issue-136	204	2	соответствии	соответствии	VERB
issue-136	204	3	с	с	PROPN
issue-136	204	4	минимизацией	минимизацией	ADJ
issue-136	204	5	ошибки	ошибки	ADJ
issue-136	204	6	слежения	слежения	NOUN
issue-136	204	7	.	.	PUNCT
issue-136	205	1	практическое	практическое	ADJ
issue-136	205	2	значение	значение	PROPN
issue-136	205	3	.	.	PUNCT
issue-136	206	1	модель	модель	PROPN
issue-136	206	2	альфа	альфа	PROPN
issue-136	206	3	-	-	PUNCT
issue-136	206	4	бета	бета	PROPN
issue-136	206	5	разделения	разделения	NOUN
issue-136	206	6	,	,	PUNCT
issue-136	206	7	предложенная	предложенная	ADV
issue-136	206	8	в	в	PROPN
issue-136	206	9	этой	этой	PROPN
issue-136	206	10	статье	статье	PROPN
issue-136	206	11	,	,	PUNCT
issue-136	206	12	может	может	X
issue-136	206	13	использоваться	использоваться	VERB
issue-136	206	14	для	для	PROPN
issue-136	206	15	расширения	расширения	PROPN
issue-136	206	16	арсенала	арсенала	PROPN
issue-136	206	17	инструментов	инструментов	PROPN
issue-136	206	18	управления	управления	PROPN
issue-136	206	19	портфелем	портфелем	PROPN
issue-136	206	20	хедж	хедж	PROPN
issue-136	206	21	-	-	PUNCT
issue-136	206	22	фондов	фондов	PROPN
issue-136	206	23	,	,	PUNCT
issue-136	206	24	которые	которые	ADP
issue-136	206	25	работают	работают	PROPN
issue-136	206	26	в	в	PROPN
issue-136	206	27	условиях	условиях	PROPN
issue-136	206	28	жестких	жестких	X
issue-136	206	29	ограничений	ограничений	PROPN
issue-136	206	30	,	,	PUNCT
issue-136	206	31	например	например	PROPN
issue-136	206	32	,	,	PUNCT
issue-136	206	33	в	в	PROPN
issue-136	206	34	случае	случае	PROPN
issue-136	206	35	исламских	исламских	ADP
issue-136	206	36	финансов	финансов	PROPN
issue-136	206	37	.	.	PUNCT
issue-136	207	1	разработанные	разработанные	PROPN
issue-136	207	2	нами	нами	PROPN
issue-136	207	3	математические	математические	PROPN
issue-136	207	4	модели	модели	PROPN
issue-136	207	5	позволяют	позволяют	PROPN
issue-136	207	6	построить	построить	PROPN
issue-136	207	7	практическую	практическую	NOUN
issue-136	207	8	реализацию	реализацию	NOUN
issue-136	207	9	концепции	концепции	VERB
issue-136	207	10	альфа	альфа	PROPN
issue-136	207	11	-	-	PUNCT
issue-136	207	12	бета	бета	PROPN
issue-136	207	13	разделения	разделения	ADJ
issue-136	207	14	.	.	PUNCT
issue-136	208	1	значение	значение	PROPN
issue-136	208	2	/	/	SYM
issue-136	208	3	оригинальность	оригинальность	NOUN
issue-136	208	4	.	.	PUNCT
issue-136	209	1	хотя	хотя	NOUN
issue-136	209	2	идея	идея	ADV
issue-136	209	3	альфа	альфа	NOUN
issue-136	209	4	-	-	PUNCT
issue-136	209	5	бета	бета	PROPN
issue-136	209	6	разделения	разделения	ADJ
issue-136	209	7	существовала	существовала	ADJ
issue-136	209	8	в	в	PROPN
issue-136	209	9	практике	практике	PROPN
issue-136	209	10	управления	управления	PROPN
issue-136	209	11	портфелями	портфелями	PROPN
issue-136	209	12	хедж	хедж	PROPN
issue-136	209	13	-	-	PUNCT
issue-136	209	14	фондов	фондов	PROPN
issue-136	209	15	и	и	PROPN
issue-136	209	16	ранее	ранее	NOUN
issue-136	209	17	,	,	PUNCT
issue-136	209	18	не	не	PROPN
issue-136	209	19	было	было	PROPN
issue-136	209	20	разработано	разработано	PROPN
issue-136	209	21	целостной	целостной	PROPN
issue-136	209	22	математической	математической	NOUN
issue-136	209	23	модели	модели	VERB
issue-136	209	24	,	,	PUNCT
issue-136	209	25	а	а	PROPN
issue-136	209	26	ее	ее	INTJ
issue-136	209	27	реализация	реализация	PROPN
issue-136	209	28	базировалась	базировалась	PROPN
issue-136	209	29	на	на	PROPN
issue-136	209	30	интуитивном	интуитивном	PROPN
issue-136	209	31	подходе	подходе	NOUN
issue-136	209	32	.	.	PUNCT
issue-136	210	1	в	в	PROPN
issue-136	210	2	этой	этой	PROPN
issue-136	210	3	статье	статье	NOUN
issue-136	210	4	предложена	предложена	NOUN
issue-136	210	5	такая	такая	VERB
issue-136	210	6	математическая	математическая	PRON
issue-136	210	7	модель	модель	VERB
issue-136	210	8	и	и	PROPN
issue-136	210	9	продемонстрировано	продемонстрировано	ADJ
issue-136	210	10	,	,	PUNCT
issue-136	210	11	как	как	PROPN
issue-136	210	12	с	с	PROPN
issue-136	210	13	ее	ее	PROPN
issue-136	210	14	помощью	помощью	PROPN
issue-136	210	15	портфельные	портфельные	NOUN
issue-136	210	16	менеджеры	менеджеры	NOUN
issue-136	210	17	могут	могут	NOUN
issue-136	210	18	создавать	создавать	PROPN
issue-136	210	19	стоимость	стоимость	PROPN
issue-136	210	20	для	для	PROPN
issue-136	210	21	своих	своих	NOUN
issue-136	210	22	клиентов	клиентов	NOUN
issue-136	210	23	.	.	PUNCT