Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
Crossref DOI link: https://doi.org/10.1007/s10479-016-2111-x
Published Online: 2016-02-03
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sant’Anna, Leonardo Riegel
Filomena, Tiago Pascoal
Guedes, Pablo Cristini
Borenstein, Denis
Text and Data Mining valid from 2016-02-03