Exact and heuristic approaches for the index tracking problem with UCITS constraints
Andrea Scozzari, Fabio Tardella, Sandra Paterlini, Thiemo Krink
| Year of publication: |
2013
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009739296