"Assessing the interactions amongst index tracking model formulations and ..."

Thiago Wanderley De Amorim, Julio Cezar Soares Silva, Adiel Teixeira de Almeida Filho (2024)

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DOI: 10.1007/S00500-023-09185-7

access: closed

type: Journal Article

metadata version: 2024-03-16

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  - https://dblp.org/rec/journals/soco/AmorimSF24
Thiago Wanderley De Amorim, Julio Cezar Soares Silva, Adiel Teixeira de Almeida Filho:
Assessing the interactions amongst index tracking model formulations and genetic algorithm approaches with different rebalancing strategies. Soft Comput. 28(6): 4847-4860 (2024)

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