Invasive weed optimization for solving index tracking problems

Author:

Affolter K.,Hanne T.,Schweizer D.,Dornberger R.

Publisher

Springer Science and Business Media LLC

Subject

Geometry and Topology,Theoretical Computer Science,Software

Reference20 articles.

1. Affolter K (2011) Financial portfolio engineering with invasive weed optimisation (IWO). BSc Thesis, University of Applied Sciences and Arts Northwestern Switzerland, Olten

2. Aiello S, Chieffe N (1999) International index funds and the investment portfolio. Financ Serv Rev 8:27–35

3. Beasley JE, Meade N, Chang TJ (2003) An evolutionary heuristic for the index tracking problem. Eur J Oper Res 148(3):621–643

4. Beyer HG (2001) The theory of evolution strategies. [online] Natural computer series, Springer. http://books.google.ch/books/?id=8tblnlufktmc

5. Callsen-Bracker H-M, Grädler M (2011) Finance—Risikomanagement und Kapitalmarkt, Chapter 2: Harry Markowitz und die Grundlagen der modernen Portfoliotheorie. http://hans-markus.de/finance/195/gliederung_finance/

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