Minimizing the tracking error of cardinality constrained portfolios
Purity Mutunge, Dag Haugland
| Year of publication: |
February 2018
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|---|---|
| Authors: | Mutunge, Purity ; Haugland, Dag |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 90.2018, p. 33-41
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| Subject: | Portfolio management | Index tracking | Integer quadratic programming | Heuristics | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Heuristik |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2017.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011775221