On a local-search heuristic for a class of tracking error minimization problems in portfolio management (Q702711)
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scientific article; zbMATH DE number 2128869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a local-search heuristic for a class of tracking error minimization problems in portfolio management |
scientific article; zbMATH DE number 2128869 |
Statements
On a local-search heuristic for a class of tracking error minimization problems in portfolio management (English)
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17 January 2005
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Portfolio optimization
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tracking error problem
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investment guidelines
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multi-factor return model
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transaction costs
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meta-heuristics
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simulated annealing
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0.87360466
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0.8660923
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0.8607652
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0.8519061
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0.84998524
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