Pages that link to "Item:Q2438411"

The following pages link to A hybrid approach for index tracking with practical constraints (Q2438411):

Displaying 21 items.

• A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
• Kernel search: an application to the index tracking problem (Q439324) (← links)
• A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
• A hybrid optimization approach to index tracking (Q1026552) (← links)
• A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
• Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
• Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
• Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
• A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
• An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
• Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
• Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
• Factor-based robust index tracking (Q2402581) (← links)
• Index tracking with fixed and variable transaction costs (Q2439491) (← links)
• An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
• An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
• (Q4782130) (← links)
• A simulation study on the hybrid nature of Tango's index (Q5128896) (← links)
• (Q5393513) (← links)
• Computational Science – ICCS 2005 (Q5709726) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)