Index fund optimization using a hybrid model : genetic algorithm and mixed-integer nonlinear programming
Juan Díaz, María Cortés, Juan Hernández, Óscar Clavijo, Carlos Ardila, and Sergio Cabrales
| Year of publication: |
2019
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|---|---|
| Authors: | Díaz, Juan ; Cortés, María ; Hernández, Juan ; Clavijo, Óscar ; Ardila, Carlos ; Cabrales, Sergio |
| 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. 298-309
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| Subject: | Genetic algorithm | Index fund | Mixed-integer nonlinear programming | Portfolio optimization | Evolutionärer Algorithmus | Evolutionary algorithm | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Nichtlineare Optimierung | Nonlinear programming | Investmentfonds | Investment Fund | Indexderivat | Index derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0013791X.2019.1633450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195813