Pages that link to "Item:Q374678"

The following pages link to A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678):

Displaying 10 items.

• Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
• A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
• Tracking error: a multistage portfolio model (Q1026537) (← links)
• Robust portfolio selection for index tracking (Q1762050) (← 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)
• Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs (Q2419558) (← links)
• Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets (Q2514729) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
• An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)