An evolutionary heuristic for the index tracking problem

Author:

Beasley J.E.,Meade N.,Chang T.-J.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference57 articles.

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2. Optimal hedging using cointegration;Alexander;Philosophical Transactions of the Royal Society of London Series A––Mathematical Physical and Engineering Sciences,1999

3. Tracking error and tactical asset allocation;Ammann;Financial Analysts Journal,2001

4. The design of index funds and alternative methods of replication;Andrews;The Investment Analyst,1986

5. Handbook of Evolutionary Computation,1997

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