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An optimisation approach to constructing an exchange-traded fund - MaRDI portal

An optimisation approach to constructing an exchange-traded fund (Q2341093)

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An optimisation approach to constructing an exchange-traded fund
scientific article

    Statements

    title
    An optimisation approach to constructing an exchange-traded fund (English)
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    author
    Cristiano Arbex Valle
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    Nigel Meade
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    John E. Beasley
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    publication date
    23 April 2015
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    zbMATH Keywords
    exchange-traded fund
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    mixed-integer nonlinear program
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    optimisation
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    describes a project that uses
    MINLPLib
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    MINOTAUR
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    MINLP
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    Identifiers

    Mathematics Subject Classification ID
    90C11
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    90C90
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    91G10
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    91G80
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    zbMATH DE Number
    6429231
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    OpenAlex ID
    W2032237272
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