A hybrid optimization approach to index tracking

Annals of Operations Research

Volumn 166, Issue 1, 2009, Pages 57-71

  Ruiz Torrubiano, Rubén ^a   Suárez, Alberto ^a  

^a UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

Author keywords

Asset management; Data mining; Financial modeling

Indexed keywords

EID: 58149512748     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-008-0404-4     Document Type: Article

References (14)

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