Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, Pablo Cristini Guedes, Denis Borenstein
| Year of publication: |
November 2017
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|---|---|
| Authors: | Sant'Anna, Leonardo Riegel ; Filomena, Tiago Pascoal ; Guedes, Pablo Cristini ; Borenstein, Denis |
| Published in: |
Annals of operations research ; volume 258, number 2 (November 2017). - New York, NY, USA : Springer. - 2017, p. 849-867
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| Subject: | Evolutionärer Algorithmus | Evolutionary algorithm | Portfolio-Management | Portfolio selection | Theorie | Theory | Heuristik | Heuristics | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2111-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011778629