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~person:"Scozzari, Andrea"
~subject:"Bank"
~subject:"Integer programming"
~type:"article"
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Integer programming
Ganzzahlige Optimierung
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Index construction
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Scozzari, Andrea
Tardella, Fabio
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Operations research models in banking management
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Exact and heuristic approaches for the index tracking problem with UCITS constraints
Scozzari, Andrea
;
Tardella, Fabio
;
Paterlini, Sandra
; …
- In:
Operations research models in banking management
,
(pp. 235-250)
.
2013
Persistent link: https://www.econbiz.de/10009739296
Saved in:
2
A new method for mean-variance portfolio optimization with cardinality constraints
Cesarone, Francesco
;
Scozzari, Andrea
;
Tardella, Fabio
- In:
Operations research models in banking management
,
(pp. 213-234)
.
2013
Persistent link: https://www.econbiz.de/10009739297
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