Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and heuristic approaches for the index tracking problem with UCITS constraints |
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Exact and heuristic approaches for the index tracking problem with UCITS constraints (English)
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7 August 2013
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index tracking
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mixed integer quadratic programming
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stochastic search heuristics
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differential evolution
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cardinality constraints
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