Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489): Difference between revisions

@@ Property / author @@
+John E. Beasley
@@ Property / author: John E. Beasley / rank @@
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+CPLEX
@@ Property / describes a project that uses: CPLEX / rank @@
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+OR-Library
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2008.03.015
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@@ Property / OpenAlex ID @@
+W2003380963
@@ Property / OpenAlex ID: W2003380963 / rank @@
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@@ Property / cites work @@
+Optimal hedging using cointegration
@@ Property / cites work: Optimal hedging using cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
+Normal rank
@@ Property / cites work @@
+Hedging diffusion processes by local risk minimization with applications to index tracking
+Normal rank
@@ Property / cites work @@
+Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
+Normal rank
@@ Property / cites work @@
+Computational Science – ICCS 2005
@@ Property / cites work: Computational Science – ICCS 2005 / rank @@
+Normal rank
@@ Property / cites work @@
+A methodology for index tracking based on time-series clustering
+Normal rank
@@ Property / cites work @@
+Optimal portfolio selection and dynamic benchmark tracking
+Normal rank
@@ Property / cites work @@
+Q4782130
@@ Property / cites work: Q4782130 / rank @@
+Normal rank
@@ Property / cites work @@
+Index-plus-alpha tracking under concave transaction cost
+Normal rank
@@ Property / cites work @@
+Tracking a Financial Benchmark Using a Few Assets
@@ Property / cites work: Tracking a Financial Benchmark Using a Few Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Q3511647
@@ Property / cites work: Q3511647 / rank @@
+Normal rank