A hybrid approach for index tracking with practical constraints (Q2438411): Difference between revisions
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Revision as of 23:36, 19 March 2024
scientific article
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English | A hybrid approach for index tracking with practical constraints |
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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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