An evolutionary heuristic for the index tracking problem

European Journal of Operational Research

Volumn 148, Issue 3, 2003, Pages 621-643

  Beasley, J E ^a   Meade, N ^a   Chang, T J ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Evolutionary heuristic; Index tracking; Passive fund management

Indexed keywords

COMPUTATIONAL METHODS; COSTS; HEURISTIC METHODS;

INDEX TRACKING;

OPERATIONS RESEARCH;

EID: 0037411898     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(02)00425-3     Document Type: Article

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