An evolutionary heuristic for the index tracking problem.
From MaRDI portal
Publication:1812009
DOI10.1016/S0377-2217(02)00425-3zbMath1037.90038OpenAlexW2014718552MaRDI QIDQ1812009
Publication date: 18 June 2003
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00425-3
Programming involving graphs or networks (90C35) Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59)
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