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~subject:"Enhanced index tracking"
~person:"Guastaroba, Gianfranco"
~type_genre:"Article in journal"
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Enhanced index tracking
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Guastaroba, Gianfranco
Speranza, Maria Grazia
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European journal of operational research : EJOR
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Omega : the international journal of management science
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Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
Saved in:
2
A heuristic framework for the bi-objective enhanced index tracking problem
Filippi, C.
;
Guastaroba, Gianfranco
;
Speranza, Maria Grazia
- In:
Omega : the international journal of management science
65
(
2016
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011582044
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