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Førsund, Finn R. - In: Journal of productivity analysis 10 (1998) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10001247317

A quasi-Malmquist productivity index

Grifell i Tatje, Emili - In: Journal of productivity analysis 10 (1998) 1, pp. 7-20

Persistent link: https://www.econbiz.de/10001247319

Evaluation and monitoring of community youth prevention programs using a robust productivity index

Lee, Yooneun; Prabhu, Vittaldas - In: Socio-economic planning sciences : the international … 68 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012146287

Indeks giełdy jako jednorównaniowy liniowy model ekonometryczny

Kolupa, Michał - 1997

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Integrability conditions, income distribution, and social structures

Petrov, Aleksandr Aleksandrovič - In: Constructing scalar-valued objective functions : …, (pp. 271-288). 1997

Persistent link: https://www.econbiz.de/10001321728

Replicating Hedge Fund Indices with Optimization Heuristics

Gilli, Manfred - 2010

accuracy, excess return, and portfolio correlation with the index and the market. Performance is evaluated considering … empirical distributions of excess return, final wealth and correlations of the portfolio with the index and the market. The …

Persistent link: https://www.econbiz.de/10013143776

High-dimensional sparse index tracking based on a multi-step convex optimization approach

Shi, Fangquan; Shu, Lianjie; Luo, Yiling; Huo, Xiaoming - In: Quantitative finance 23 (2023) 9, pp. 1361-1372

Persistent link: https://www.econbiz.de/10014339936

On efficiency and the Jain's fairness index in integer assignment problems

Rezaeinia, Nahid; Goez, Julio Cesar; Guajardo, Mario - In: Computational management science 20 (2023) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10014393423

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

A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index

Varsei, Mohsen; Shams, Naser; Fahimnia, Behnam; … - In: Asian Academy of Management journal : AAMJ 18 (2013) 1, pp. 19-34

Persistent link: https://www.econbiz.de/10010256986