Genetic algorithm versus classical methods in sparse index tracking
Year of publication: |
2017
|
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Authors: | Giuzio, Margherita |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 40.2017, 1/2, p. 243-256
|
Subject: | Portfolio optimization | Sparsity | Heuristics | Index tracking | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Heuristik | Aktienindex | Stock index |
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