Krink, Thiemo, Mittnik, Stefan and Paterlini, Sandra
(2009):
Differential evolution and combinatorial search for constrained index tracking.
In: Annals of Operations Research, Vol. 172: pp. 153-176
Item Type: | Journal article |
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Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
Subjects: | 500 Science > 510 Mathematics |
Language: | English |
Item ID: | 31130 |
Date Deposited: | 19. Dec 2016 14:05 |
Last Modified: | 05. Jan 2017 15:35 |