Minimizing the tracking error of cardinality constrained portfolios
type: Item
instance of: scholarly article
title: Minimizing the tracking error of cardinality constrained portfolios
zbMATH Open document ID: 1391.90434
author: Purity Mutunge
author: Dag Haugland
published in: Computers \& Operations Research
publication date: 2018-07-11T00:00:00Z
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C10
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6901527
zbMATH Keywords: portfolio management
zbMATH Keywords: index tracking
zbMATH Keywords: integer quadratic programming
zbMATH Keywords: heuristics
describes a project that uses: OR-Library
MaRDI profile type: Publication
full work available at URL: j.cor.2017.09.002
OpenAlex ID: W2753542811
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DOI: 10.1016/J.COR.2017.09.002
description: scientific article; zbMATH DE number 6901527