Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536)
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scientific article; zbMATH DE number 6819047
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| English | Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming |
scientific article; zbMATH DE number 6819047 |
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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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0.8772258162498474
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0.8336888551712036
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0.8125777840614319
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0.7938070297241211
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