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1
An enhanced GRASP approach for the index tracking problem
Silva, Julio Cezar Soares
;
Silva, Diogo Ferreira de Lima
; …
- In:
International transactions in operational research : a …
31
(
2024
)
3
,
pp. 1828-1858
Persistent link: https://www.econbiz.de/10014470618
Saved in:
2
A systematic literature review on solution approaches for the index tracking problem
Silva, Julio Cezar Soares
;
Almeida-Filho, Adiel T. de
- In:
IMA journal of management mathematics
35
(
2024
)
2
,
pp. 163-196
Persistent link: https://www.econbiz.de/10014526112
Saved in:
3
A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index
Varsei, Mohsen
;
Shams, Naser
;
Fahimnia, Behnam
; …
- In:
Asian Academy of Management journal : AAMJ
18
(
2013
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10010256986
Saved in:
4
Risk-allocation-based index tracking
Anis, Hassan T.
;
Costa, Giorgio
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014308262
Saved in:
5
High-dimensional sparse index tracking based on a multi-step convex optimization approach
Shi, Fangquan
;
Shu, Lianjie
;
Luo, Yiling
;
Huo, Xiaoming
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10014339936
Saved in:
6
Heuristic methods for stock selection and allocation in an index tracking problem
Ivaşcu, Codruę Florin
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 103-119
Persistent link: https://www.econbiz.de/10013459975
Saved in:
7
Metaheuristics for the index tracking problem
Tollo, Giacomo di
;
Maringer, Dietmar G.
- In:
Metaheuristics in the service industry
,
(pp. 127-154)
.
2009
Persistent link: https://www.econbiz.de/10003852274
Saved in:
8
Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
Scozzari, Andrea
-
2012
exact methods but only
heuristics
have been proposed so far.The aim of this paper is twofold. First, we present the first …
Persistent link: https://www.econbiz.de/10013106053
Saved in:
9
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando
;
Guijarro, Francisco
;
Moya, Ismael
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
Saved in:
10
Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
Andriosopoulos, Kostas
;
Doumpos, Michael
;
Papapostolou, …
- In:
Transportation research / E : an international journal
52
(
2013
),
pp. 16-34
Persistent link: https://www.econbiz.de/10009735738
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