Kernel search: an application to the index tracking problem (Q439324): Difference between revisions

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+Kernel search: a general heuristic for the multi-dimensional knapsack problem
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+Kernel search: a new heuristic framework for portfolio selection
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+An evolutionary heuristic for the index tracking problem.
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+Q4821526
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+Mixed-integer programming approaches for index tracking and enhanced indexation
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+Integrated simulation and optimization models for tracking international fixed income indices
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+Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
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+Hybrid metaheuristics for constrained portfolio selection problems
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+Q3598874
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+Q4782130
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+On the effectiveness of scenario generation techniques in single-period portfolio optimization
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+Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
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+Index-plus-alpha tracking under concave transaction cost
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+MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Heuristic algorithms for the cardinality constrained efficient frontier
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