Genetic algorithm versus classical methods in sparse index tracking
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Publication:1693854
DOI10.1007/s10203-017-0191-yzbMath1398.91518OpenAlexW2619205994MaRDI QIDQ1693854
Publication date: 31 January 2018
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-017-0191-y
Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
Related Items (5)
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Uses Software
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