An enhanced GRASP approach for the index tracking problem

Julio Cezar Soares Silva, Diogo Ferreira de Lima Silva and Adiel Teixeira de Almeida Filho

Year of publication:	2024
Authors:	Silva, Julio Cezar Soares ; Silva, Diogo Ferreira de Lima ; Almeida-Filho, Adiel T. de
Published in:	International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 31.2024, 3, p. 1828-1858
Subject:	genetic algorithm \| GRASP \| heuristic \| index tracking \| portfolio optimization \| Portfolio-Management \| Portfolio selection \| Heuristik \| Heuristics \| Theorie \| Theory \| Mathematische Optimierung \| Mathematical programming \| Aktienindex \| Stock index \| Evolutionärer Algorithmus \| Evolutionary algorithm

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