Exact and heuristic approaches for the index tracking problem with UCITS constraints.
| Autor: | Scozzari, Andrea1 andrea.scozzari@unisu.it, Tardella, Fabio2 fabio.tardella@uniroma1.it, Paterlini, Sandra sandra.paterlini@unimore.it, Krink, Thiemo3 thiemo.krink@allianzgi.de |
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| Zdroj: | Annals of Operations Research. May2013, Vol. 205 Issue 1, p235-250. 16p. 6 Charts, 2 Graphs. |
| Databáze: | Business Source Ultimate |
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