Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489)
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scientific article; zbMATH DE number 5486565
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| English | Mixed-integer programming approaches for index tracking and enhanced indexation |
scientific article; zbMATH DE number 5486565 |
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Mixed-integer programming approaches for index tracking and enhanced indexation (English)
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8 January 2009
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index tracking
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enhanced indexation
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passive fund management
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0.8914666
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0.8832216
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0.8604806
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0.85950994
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0.85806817
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