A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842): Difference between revisions

@@ Property / author @@
-Cheng-Xian Xu
@@ Property / author: Cheng-Xian Xu / rank @@
-Normal rank
@@ Property / author @@
-Feng-Min Xu
@@ Property / author: Feng-Min Xu / rank @@
-Normal rank
@@ Property / author @@
+Cheng-Xian Xu
@@ Property / author: Cheng-Xian Xu / rank @@
+Normal rank
@@ Property / author @@
+Feng-Min Xu
@@ Property / author: Feng-Min Xu / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+CPLEX
@@ Property / describes a project that uses: CPLEX / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10479-011-1042-9
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+W2062059540
@@ Property / OpenAlex ID: W2062059540 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
+Normal rank
@@ Property / cites work @@
+Mixed-integer programming approaches for index tracking and enhanced indexation
+Normal rank
@@ Property / cites work @@
+Differential evolution and combinatorial search for constrained index-tracking
+Normal rank
@@ Property / cites work @@
+Q4033158
@@ Property / cites work: Q4033158 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with linear and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
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@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+A hybrid optimization approach to index tracking
@@ Property / cites work: A hybrid optimization approach to index tracking / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382667
@@ Property / cites work: Q4382667 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1761842