Minimizing the tracking error of cardinality constrained portfolios (Q1652503)
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scientific article; zbMATH DE number 6901527
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| English | Minimizing the tracking error of cardinality constrained portfolios |
scientific article; zbMATH DE number 6901527 |
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Minimizing the tracking error of cardinality constrained portfolios (English)
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11 July 2018
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portfolio management
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index tracking
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integer quadratic programming
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heuristics
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0.8451562523841858
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0.8277326822280884
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0.8110049962997437
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0.8005353212356567
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0.7934421896934509
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