Pages that link to "Item:Q1812009"
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The following pages link to An evolutionary heuristic for the index tracking problem. (Q1812009):
Displaying 50 items.
- Enhanced indexation based on second-order stochastic dominance (Q257272) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- Some algebraic methods for solving multiobjective polynomial integer programs (Q633078) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- A hybrid optimization approach to index tracking (Q1026552) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Genetic algorithm versus classical methods in sparse index tracking (Q1693854) (← links)
- Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
- Efficient projected gradient methods for cardinality constrained optimization (Q1729947) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- A population heuristic for constrained two-dimensional non-guillotine cutting (Q1877899) (← links)
- A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
- Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
- Differential evolution and combinatorial search for constrained index-tracking (Q2267300) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
- A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
- An optimisation approach to constructing an exchange-traded fund (Q2341093) (← links)
- Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- A hybrid approach for index tracking with practical constraints (Q2438411) (← links)
- Index tracking with fixed and variable transaction costs (Q2439491) (← links)
- Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets (Q2514729) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
- High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
- An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
- ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION (Q3646176) (← links)
- Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (Q4555083) (← links)
- A methodology for index tracking based on time-series clustering (Q4610248) (← links)
- An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
- On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking (Q4683045) (← links)
- Sparse partial least squares regression for on‐line variable selection with multivariate data streams (Q4969714) (← links)
