Robust portfolio selection for index tracking (Q1762050): Difference between revisions

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+Optimal portfolio selection and dynamic benchmark tracking
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+An evolutionary heuristic for the index tracking problem.
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+Q4782130
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+MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS
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+Robust Convex Optimization
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+Mixed-integer programming approaches for index tracking and enhanced indexation
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+A methodology for index tracking based on time-series clustering
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+Robust asset allocation
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+Robust multiperiod portfolio management in the presence of transaction costs
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+Short sales in log-robust portfolio management
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+Robust profit opportunities in risky financial portfolios
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+Optimization Methods in Finance
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+Robust discrete optimization and network flows
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+Strong formulations of robust mixed 0-1 programming
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