A three-phase approach to an enhanced index-tracking problem with real-life constraints
| Year of publication: |
2019
|
|---|---|
| Authors: | Strub, Oliver ; Brandinu, S. ; Lerch, D. ; Schaller, J. ; Trautmann, Norbert |
| Published in: |
The engineering economist : a journal devoted to the problems of capital investment. - Philadelphia, Pa. : Taylor & Francis, ISSN 1547-2701, ZDB-ID 2066279-8. - Vol. 64.2019, 3, p. 227-253
|
| Subject: | Heuristik | Heuristics | Tourenplanung | Vehicle routing problem | Ganzzahlige Optimierung | Integer programming | USA | United States |
-
A green vehicle routing problem
Erdoğan, Sevgi, (2012)
-
Solving real-life railroad blocking problems
Ahuja, Ravindra K., (2007)
-
The driver and vehicle routing problem
Domínguez-Martín, Bencomo, (2018)
- More ...
-
A two-stage approach to the UCITS-constrained index-tracking problem
Strub, O., (2019)
-
Optimal construction and rebalancing of index-tracking portfolios
Strub, O., (2018)
-
Tracking and outperforming large stock-market indices
Gnägi, M., (2019)
- More ...