Kernel search: an application to the index tracking problem (Q439324)

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English	Kernel search: an application to the index tracking problem	scientific article

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scholarly article

Kernel search: an application to the index tracking problem (English)

Maria Grazia Speranza

European Journal of Operational Research

publication date

16 August 2012

zbMATH Keywords

index tracking

enhanced index tracking

mixed-integer linear programming

heuristic framework

MaRDI profile type

MaRDI publication profile

full work available at URL

https://doi.org/10.1016/j.ejor.2011.09.004

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mardi Publication:439324

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