Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
| Year of publication: |
2003
|
|---|---|
| Authors: | Derigs, Ulrich ; Nickel, Nils-H. |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 20738857. - Vol. 25.2003, 3, p. 345-378
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