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

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+https://doi.org/10.1007/s10479-008-0404-4
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+W1988871589
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@@ Property / cites work @@
+Optimal hedging using cointegration
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+An evolutionary heuristic for the index tracking problem.
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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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+Portfolio optimization with linear and fixed transaction costs
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