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  • Search: subject:"Modified newton-based algorithm"
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Aktienindex 1 Algorithm 1 Algorithmus 1 Deviation of the portfolio value from the index value 1 Enhanced index tracking 1 Index 1 Index futures 1 Index number 1 Index-Futures 1 Mathematical programming 1 Mathematische Optimierung 1 Modified newton-based algorithm 1 Omega-ratio 1 Portfolio selection 1 Portfolio-Management 1 Stock index 1 Sum-of-ratio 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Hooshmand, F. 1 Rasouli, Z. 1
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Opsearch : journal of the Operational Research Society of India 1
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ECONIS (ZBW) 1
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Enhanced index tracking problem : a new optimization model and a sum-of-ratio based algorithm
Hooshmand, F.; Rasouli, Z. - In: Opsearch : journal of the Operational Research Society … 60 (2023) 3, pp. 1286-1311
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014383784
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