Subject
Management Science and Operations Research,Modelling and Simulation,General Computer Science
Reference32 articles.
1. Developing and maintaining an equity index fund;Meade;Journal of the Operational Research Society,1990
2. Optimal benchmark tracking with small portfolios;Jansen;Journal of Portfolio Management,2002
3. Optimal portfolio selection and dynamic benchmark tracking;Gaivoronski;European Journal of Operational Research,2005
4. An evolutionary heuristic for the index tracking problem;Beasley;European Journal of Operational Research,2003
5. The threshold accepting heuristic for index tracking;Gilli,2002
Cited by
54 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献