A two-stage stochastic mixed-integer programming approach to the index tracking problem

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Publication:374678

DOI10.1007/s11081-009-9095-1zbMath1273.91430OpenAlexW2027515466MaRDI QIDQ374678

Roy H. Kwon, Stephen J. Stoyan

Publication date: 24 October 2013

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-009-9095-1




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