Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352)
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scientific article; zbMATH DE number 6196263
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| English | Exact and heuristic approaches for the index tracking problem with UCITS constraints |
scientific article; zbMATH DE number 6196263 |
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Exact and heuristic approaches for the index tracking problem with UCITS constraints (English)
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7 August 2013
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index tracking
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mixed integer quadratic programming
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stochastic search heuristics
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differential evolution
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cardinality constraints
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0.93587124
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0.8461112
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0.84421647
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0.83978915
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0.8373542
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0.82984513
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0.82780397
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