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"Index tracking with controlled number of assets using a hybrid heuristic ..."

Leonardo Riegel Sant'Anna et al. (2017)

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DOI: 10.1007/S10479-016-2111-X

access: closed

type: Journal Article

metadata version: 2020-09-05

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  - journals/anor/SantAnnaFGB17
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  - https://dblp.org/rec/journals/anor/SantAnnaFGB17
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, Pablo Cristini Guedes, Denis Borenstein:
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. Ann. Oper. Res. 258(2): 849-867 (2017)

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