Matches in SemOpenAlex for { <https://semopenalex.org/work/W1473132218> ?p ?o ?g. }
- W1473132218 abstract "Finally, we study the index tracking and the enhanced index tracking problems. We present two mixed-integer linear programming formulations. We introduce a heuristic framework, called Enhanced Kernel Search, to solve the index tracking problem. We show its effectiveness comparing the performances of several heuristics with those of a general-purpose solver using benchmark instances." @default.
- W1473132218 created "2016-06-24" @default.
- W1473132218 creator A5031945163 @default.
- W1473132218 date "2010-02-16" @default.
- W1473132218 modified "2023-09-24" @default.
- W1473132218 title "Portfolio Optimization: Scenario Generation, Models and Algorithms" @default.
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