A hybrid approach for index tracking with practical constraints (Q2438411): Difference between revisions
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| Property / author: Ying-Jie Li / rank | |||
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| Property / author: Xiao-guang Yang / rank | |||
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| Property / author: Shu-Shang Zhu / rank | |||
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| Property / author: Dong-hui Li / rank | |||
Revision as of 01:53, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid approach for index tracking with practical constraints |
scientific article |
Statements
A hybrid approach for index tracking with practical constraints (English)
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11 March 2014
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simulated annealing
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index tracking
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mixed-integer linear programming
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mixed-integer quadratic programming
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