An evolutionary heuristic for the index tracking problem.
type: Item
instance of: scholarly article
title: An evolutionary heuristic for the index tracking problem.
zbMATH Open document ID: 1037.90038
DOI: 10.1016/S0377-2217(02)00425-3
author: Yanyan Li
published in: European Journal of Operational Research
publication date: 2003-06-18T00:00:00Z
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90C35
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1930174
zbMATH Keywords: Index tracking
zbMATH Keywords: Passive fund management
zbMATH Keywords: Evolutionary heuristic
describes a project that uses: OR-Library
MaRDI profile type: Publication
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full work available at URL: s0377-2217(02)00425-3
OpenAlex ID: W2014718552
description: scientific article; zbMATH DE number 1930174