Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
type: Item
instance of: scholarly article
title: Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
zbMATH Open document ID: 1377.91152
author: Leonardo Riegel Sant'Anna
author: Tiago P. Filomena
author: Pablo Cristini Guedes
author: Denis Borenstein
published in: Annals of Operations Research
publication date: 2017-12-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 6819047
zbMATH Keywords: index tracking
zbMATH Keywords: portfolio optimization
zbMATH Keywords: genetic algorithm
MaRDI profile type: Publication
full work available at URL: s10479-016-2111-x
OpenAlex ID: W2273357186
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DOI: 10.1007/S10479-016-2111-X
description: scientific article; zbMATH DE number 6819047