A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678)
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scientific article; zbMATH DE number 6218672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-stage stochastic mixed-integer programming approach to the index tracking problem |
scientific article; zbMATH DE number 6218672 |
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A two-stage stochastic mixed-integer programming approach to the index tracking problem (English)
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24 October 2013
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index tracking
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stochastic programming
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scenario generation
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