A two-stage approach to the UCITS-constrained index-tracking problem
O. Strub, N. Trautmann
| Year of publication: |
2019
|
|---|---|
| Authors: | Strub, O. ; Trautmann, Norbert |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 103.2019, p. 167-183
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| Subject: | Portfolio management | Index tracking | Mixed-integer quadratic programming | Heuristics | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Heuristik | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2018.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011991123