Index tracking : a stock selection model using particle swarm optimization
Year of publication: |
2023
|
---|---|
Authors: | Chen, Ren-Raw |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 32.2023, 2, p. 53-73
|
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Algorithmus | Algorithm |
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