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Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489)

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Mixed-integer programming approaches for index tracking and enhanced indexation
scientific article

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    title
    Mixed-integer programming approaches for index tracking and enhanced indexation (English)
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    author
    N. A. Canakgoz
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    John E. Beasley
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    publication date
    8 January 2009
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    Mathematics Subject Classification ID
    91B84
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    91B82
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    91B28
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    90C11
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    zbMATH DE Number
    5486565
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    zbMATH Keywords
    index tracking
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    enhanced indexation
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    passive fund management
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    describes a project that uses
    CPLEX
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    OR-Library
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    OpenAlex ID
    W2003380963
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