Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management

OR Spectrum

Volumn 25, Issue 3, 2003, Pages 345-378

  Derigs, Ulrich ^a   Nickel, Nils H ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Decision support system; Index tracking; Meta heuristics; Portfolio management; Simulated annealing

Indexed keywords

EID: 1442354159     PISSN: 01716468     EISSN: 14366304     Source Type: Journal    
DOI: 10.1007/s00291-003-0127-5     Document Type: Review

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