A hybrid optimization approach to index tracking (Q1026552): Difference between revisions

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-.1007/s10479-008-0404-4
@@ Property / DOI: 10.1007/s10479-008-0404-4 / rank @@
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+Optimal hedging using cointegration
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@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
+Normal rank
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+Optimal Index Tracking Under Transaction Costs and Impulse Control
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+Integrated simulation and optimization models for tracking international fixed income indices
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+Q4782130
@@ Property / cites work: Q4782130 / rank @@
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+Q4079017
@@ Property / cites work: Q4079017 / rank @@
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+Portfolio optimization with linear and fixed transaction costs
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+Q4001511
@@ Property / cites work: Q4001511 / rank @@
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@@ Property / DOI @@
+.1007/S10479-008-0404-4
@@ Property / DOI: 10.1007/S10479-008-0404-4 / rank @@
+Normal rank