Pages that link to "Item:Q2393352"

The following pages link to Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352):

Displaying 10 items.

• A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
• Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
• An optimisation approach to constructing an exchange-traded fund (Q2341093) (← links)
• A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
• Sparse index tracking using sequential Monte Carlo (Q5039622) (← links)
• High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
• An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
• Liquidity-constrained index tracking optimization models (Q6148777) (← links)
• Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints (Q6591682) (← links)
• Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)