A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070)
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scientific article; zbMATH DE number 6994274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-stage approach to the UCITS-constrained index-tracking problem |
scientific article; zbMATH DE number 6994274 |
Statements
A two-stage approach to the UCITS-constrained index-tracking problem (English)
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17 December 2018
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portfolio management
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index tracking
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mixed-integer quadratic programming
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heuristics
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