Kernel search : an application to the index tracking problem
Year of publication: |
2012
|
---|---|
Authors: | Guastaroba, G. ; Speranza, Maria Grazia |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 217.2012, 1 (16.2.), p. 54-68
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Aktienindex | Stock index |
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