Pages that link to "Item:Q1026552"

The following pages link to A hybrid optimization approach to index tracking (Q1026552):

Displaying 26 items.

• The curvature of the tracking frontier: a new criterion for the partial index tracking problem (Q409795) (← links)
• A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
• Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
• Adaptive projected gradient thresholding methods for constrained \(l_0\) problems (Q892792) (← links)
• A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
• Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
• Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
• Efficient projected gradient methods for cardinality constrained optimization (Q1729947) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
• On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
• Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• A hybrid approach for index tracking with practical constraints (Q2438411) (← links)
• Index tracking with fixed and variable transaction costs (Q2439491) (← links)
• Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets (Q2514729) (← links)
• Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
• Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
• An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
• An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
• Selection of balanced portfolios to track the main properties of a large market (Q4683015) (← links)
• Sparse index tracking using sequential Monte Carlo (Q5039622) (← links)
• Group sparse enhanced indexation model with adaptive beta value (Q5041670) (← links)
• High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
• A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
• An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)