The following pages link to (Q4782130):
Displaying 15 items.
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← 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)
- Optimal aggregation of linear time series models (Q957206) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- A hybrid optimization approach to index tracking (Q1026552) (← links)
- Genetic algorithm versus classical methods in sparse index tracking (Q1693854) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Differential evolution and combinatorial search for constrained index-tracking (Q2267300) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- Sparse partial least squares regression for on‐line variable selection with multivariate data streams (Q4969714) (← links)
