Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+https://doi.org/10.1080/14697688.2012.691986
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+W3122675629
@@ Property / OpenAlex ID: W3122675629 / rank @@
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@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
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+Sparse and stable Markowitz portfolios
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+Mixed-integer programming approaches for index tracking and enhanced indexation
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
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+Robust portfolio optimization with a hybrid heuristic algorithm
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+Optimization by Simulated Annealing
@@ Property / cites work: Optimization by Simulated Annealing / rank @@
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+Differential evolution and combinatorial search for constrained index-tracking
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+Portfolio optimization with linear and fixed transaction costs
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+Portfolio management with heuristic optimization.
@@ Property / cites work: Portfolio management with heuristic optimization. / rank @@
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+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
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