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A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index
Varsei, Mohsen, (2013)
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
Scozzari, Andrea, (2012)
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita, (2017)
Constructing long/short portfolios with the Omega ratio
Gilli, Manfred, (2008)
Constructing 130/30-portfolios with the Omega ratio
Gilli, Manfred, (2011)
Elman nets for credit risk assessment
Di Tollo, Giacomo, (2010)