haku: @author Beasley, J. E. / yhteensä: 19
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| Tekijä: | Beasley, J. E. Meade, N. Chang, T.-J. |
| Otsikko: | An evolutionary heuristic for the index tracking problem |
| Lehti: | European Journal of Operational Research
2003 : AUG, VOL. 148:3, p. 621-643 |
| Asiasana: | Operational research Heuristic methods Funds |
| Vapaa asiasana: | Index tracking Passive fund management |
| Kieli: | eng |
| Tiivistelmä: | Index tracking is a popular form of passive fund management. The index tracking problem is the problem of reproducing the performance of a stock market index, but without purchasing all of the stocks that make up the index. An evolutionary heuristic is presented for the solution of the index tracking problem. Reduction tests are also presented. |
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