Exact and heuristic approaches for the index tracking problem with UCITS constraints
Year of publication: |
2013
|
---|---|
Authors: | Scozzari, Andrea ; Tardella, Fabio ; Paterlini, Sandra ; Krink, Thiemo |
Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 235-250
|
Subject: | Indexberechnung | Index construction | Ganzzahlige Optimierung | Integer programming | Heuristik | Heuristics |
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