Differential Evolution and Combinatorial Search for Constrained Index Tracking
Year of publication: |
2009-03
|
---|---|
Authors: | Krink, Thiemo ; Mittnik, Stefan ; Paterlini, Sandra |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | Index Tracking | Passive Asset Management | Differential Evolution | Combinatorial Search |
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