Kernel search: an application to the index tracking problem
type: Item
instance of: scholarly article
title: Kernel search: an application to the index tracking problem
zbMATH Open document ID: 1244.91109
author: Gianfranco Guastaroba
author: Maria Grazia Speranza
published in: European Journal of Operational Research
publication date: 2012-08-16T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6066760
zbMATH Keywords: index tracking
zbMATH Keywords: enhanced index tracking
zbMATH Keywords: mixed-integer linear programming
zbMATH Keywords: heuristic framework
MaRDI profile type: Publication
full work available at URL: j.ejor.2011.09.004
OpenAlex ID: W2081453649
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DOI: 10.1016/J.EJOR.2011.09.004
description: scientific article; zbMATH DE number 6066760