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

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+Optimal hedging using cointegration
@@ Property / cites work: Optimal hedging using cointegration / rank @@
+Normal rank
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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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+Q4782130
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+Normal rank
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+Q4079017
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+Portfolio optimization with linear and fixed transaction costs
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+Q4001511
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+Normal rank