An optimisation approach to constructing an exchange-traded fund (Q2341093)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An optimisation approach to constructing an exchange-traded fund |
scientific article |
Statements
An optimisation approach to constructing an exchange-traded fund (English)
0 references
23 April 2015
0 references
exchange-traded fund
0 references
mixed-integer nonlinear program
0 references
optimisation
0 references
0 references