Kernel search: an application to the index tracking problem (Q439324): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2011.09.004
@@ Property / DOI: 10.1016/j.ejor.2011.09.004 / rank @@
-Normal rank
@@ Property / author @@
+Maria Grazia Speranza
@@ Property / author: Maria Grazia Speranza / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2011.09.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2081453649
@@ Property / OpenAlex ID: W2081453649 / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel search: a general heuristic for the multi-dimensional knapsack problem
+Normal rank
@@ Property / cites work @@
+Kernel search: a new heuristic framework for portfolio selection
+Normal rank
@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed-integer programming approaches for index tracking and enhanced indexation
+Normal rank
@@ Property / cites work @@
+Integrated simulation and optimization models for tracking international fixed income indices
+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 @@
+Hybrid metaheuristics for constrained portfolio selection problems
+Normal rank
@@ Property / cites work @@
+Q3598874
@@ Property / cites work: Q3598874 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4782130
@@ Property / cites work: Q4782130 / rank @@
+Normal rank
@@ Property / cites work @@
+On the effectiveness of scenario generation techniques in single-period portfolio optimization
+Normal rank
@@ Property / cites work @@
+Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
+Normal rank
@@ Property / cites work @@
+Index-plus-alpha tracking under concave transaction cost
+Normal rank
@@ Property / cites work @@
+MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Heuristic algorithms for the cardinality constrained efficient frontier
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2011.09.004
@@ Property / DOI: 10.1016/J.EJOR.2011.09.004 / rank @@
+Normal rank