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"A two-stage approach to the UCITS-constrained index-tracking problem."

Oliver Strub, Norbert Trautmann (2019)

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DOI: 10.1016/J.COR.2018.10.002

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - https://dblp.org/rec/journals/cor/StrubT19
Oliver Strub, Norbert Trautmann:
A two-stage approach to the UCITS-constrained index-tracking problem. Comput. Oper. Res. 103: 167-183 (2019)

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