A systematic literature review on solution approaches for the index tracking problem
Julio Cezar Soares Silva and Adiel Teixeira de Almeida Filho
| Year of publication: |
2024
|
|---|---|
| Authors: | Silva, Julio Cezar Soares ; Almeida-Filho, Adiel T. de |
| Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 35.2024, 2, p. 163-196
|
| Subject: | Index tracking | Finance | Metaheuristic | Portfolio Optimization | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Aktienindex | Stock index | Heuristik | Heuristics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpad007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526112