Pages that link to "Item:Q3523608"
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The following pages link to MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (Q3523608):
Displaying 8 items.
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- 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)
- Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs (Q2576446) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
