Genetic algorithm versus classical methods in sparse index tracking (Q1693854)
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scientific article; zbMATH DE number 6833085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Genetic algorithm versus classical methods in sparse index tracking |
scientific article; zbMATH DE number 6833085 |
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Genetic algorithm versus classical methods in sparse index tracking (English)
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31 January 2018
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portfolio optimization
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sparsity
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heuristics
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index tracking
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