Fast Methods for the Index Tracking Problem
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Publication:4685761
DOI10.1007/978-3-319-89920-6_38zbMath1397.90411MaRDI QIDQ4685761
Publication date: 9 October 2018
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-89920-6_38
90C90: Applications of mathematical programming
90C59: Approximation methods and heuristics in mathematical programming
91G80: Financial applications of other theories
91G10: Portfolio theory
Cites Work