An evolutionary heuristic for the index tracking problem.

DOI10.1016/S0377-2217(02)00425-3zbMath1037.90038OpenAlexW2014718552MaRDI QIDQ1812009

Publication date: 18 June 2003

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00425-3

zbMATH Keywords

Index tracking Evolutionary heuristic Passive fund management

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59)

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