A heuristic framework for the bi-objective enhanced index tracking problem
Year of publication: |
December 2016
|
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Authors: | Filippi, C. ; Guastaroba, Gianfranco ; Speranza, Maria Grazia |
Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 65.2016, p. 122-137
|
Subject: | Enhanced index tracking | Mixed integer linear programming | Bi-objective optimization | Bi-objective heuristic framework | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Portfolio-Management | Portfolio selection |
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