Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536)

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Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
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    Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (English)
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    15 December 2017
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    index tracking
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    portfolio optimization
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    genetic algorithm
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