An index tracking model with stratified sampling and optimal allocation (Q4627146)
From MaRDI portal
scientific article; zbMATH DE number 7033586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An index tracking model with stratified sampling and optimal allocation |
scientific article; zbMATH DE number 7033586 |
Statements
An index tracking model with stratified sampling and optimal allocation (English)
0 references
7 March 2019
0 references
index tracking
0 references
out-of-sample performance
0 references
stratified sampling
0 references
stratified hybrid genetic algorithm
0 references
s-rar crossover
0 references
0 references
0 references
0 references
