"Exact and heuristic approaches for the index tracking problem with UCITS ..."

Andrea Scozzari et al. (2013)

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DOI: 10.1007/S10479-012-1207-1

access: closed

type: Journal Article

metadata version: 2020-08-13

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Andrea Scozzari, Fabio Tardella, Sandra Paterlini, Thiemo Krink:
Exact and heuristic approaches for the index tracking problem with UCITS constraints. Ann. Oper. Res. 205(1): 235-250 (2013)

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