"Linear programming models based on Omega ratio for the Enhanced Index ..."

Gianfranco Guastaroba et al. (2016)

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DOI: 10.1016/J.EJOR.2015.11.037

access: closed

type: Journal Article

metadata version: 2020-02-21

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Gianfranco Guastaroba, Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza:
Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem. Eur. J. Oper. Res. 251(3): 938-956 (2016)

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