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  • Search: subject:"Newton-based algorithm"
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Subject
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Algorithm 2 Algorithmus 2 Theorie 2 Theory 2 Aktienindex 1 Continuous flow model 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 Link transmission model 1 Mathematical programming 1 Mathematische Optimierung 1 Modified newton-based algorithm 1 Newton-based algorithm 1 Omega-ratio 1 Portfolio selection 1 Portfolio-Management 1 Simulation 1 Stock index 1 Sum-of-ratio 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Boyles, Stephen D. 1 Hooshmand, F. 1 Nezamuddin, N. 1 Rasouli, Z. 1
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Networks and spatial economics : a journal of infrastructure modeling and computation 1 Opsearch : journal of the Operational Research Society of India 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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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://www.econbiz.de/10014383784
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A continuous DUE algorithm using the link transmission model
Nezamuddin, N.; Boyles, Stephen D. - In: Networks and spatial economics : a journal of … 15 (2015) 3, pp. 465-483
Persistent link: https://www.econbiz.de/10011543915
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