Pages that link to "Item:Q2439491"

The following pages link to Index tracking with fixed and variable transaction costs (Q2439491):

Displaying 12 items.

• A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
• The curvature of the tracking frontier: a new criterion for the partial index tracking problem (Q409795) (← links)
• Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
• Index-plus-alpha tracking under concave transaction cost (Q1780349) (← links)
• An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
• Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
• Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
• Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474) (← links)
• A comparison of transaction costs on Xetra and on Nasdaq (Q4646782) (← links)
• Computational Science – ICCS 2005 (Q5709726) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
• Cardinality minimization, constraints, and regularization: a survey (Q6585278) (← links)