Metaheuristics for the index tracking problem
Year of publication: |
2009
|
---|---|
Authors: | Tollo, Giacomo di ; Maringer, Dietmar G. |
Published in: |
Metaheuristics in the service industry. - Berlin : Springer, ISBN 978-3-642-00938-9. - 2009, p. 127-154
|
Subject: | Passive Portfolio Management | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Theorie | Theory |
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