A hybrid approach for index tracking with practical constraints (Q2438411): Difference between revisions

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Property / full work available at URL: https://doi.org/10.3934/jimo.2014.10.905 / rank
 
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Latest revision as of 11:36, 7 July 2024

scientific article
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A hybrid approach for index tracking with practical constraints
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    A hybrid approach for index tracking with practical constraints (English)
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    11 March 2014
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    simulated annealing
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    index tracking
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    mixed-integer linear programming
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    mixed-integer quadratic programming
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