An iterated greedy heuristic for the 1/N portfolio tracking problem

Strub, Oliver; Trautmann, Norbert (February 2016). An iterated greedy heuristic for the 1/N portfolio tracking problem. In: Proceedings of the 5th International Conference on Operations Research and Enterprise Systems. Rome. 23.-25.02.2016.

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Item Type:	Conference or Workshop Item (Paper)
Division/Institute:	03 Faculty of Business, Economics and Social Sciences > Department of Business Management > Institute of Financial Management > Professorship for Quantitative Methods in Business Administration
UniBE Contributor:	Strub, Oliver, Trautmann, Norbert
Subjects:	600 Technology > 650 Management & public relations
Series:	Proceedings of the 5th International Conference on Operations Research and Enterprise Systems
Language:	English
Submitter:	Juliana Kathrin Moser-Zurbrügg
Date Deposited:	26 Apr 2016 11:57
Last Modified:	05 Dec 2022 14:53
URI:	https://boris.unibe.ch/id/eprint/79037