Andriosopoulos, Kostas; Doumpos, Michael; Papapostolou, … - In: Transportation Research Part E: Logistics and … 52 (2013) C, pp. 16-34
This paper reproduces the performance of an international market capitalization shipping stock index and two physical shipping indexes by investing only in US stock portfolios. The index-tracking problem is addressed using the differential evolution algorithm and the genetic algorithm....