A hybrid optimization approach to index tracking

Rubén Ruiz-Torrubiano; Alberto Suárez

doi:10.1007/s10479-008-0404-4

A hybrid optimization approach to index tracking

Universidad Autónoma de Madrid

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	57-71
Number of pages	15
Journal	Annals of Operations Research
Volume	166
Issue number	1
DOIs	https://doi.org/10.1007/s10479-008-0404-4
Publication status	Published - 5 Aug 2008
Externally published	Yes

Keywords

Combinatorial optimization
metaheuristics

Research fields

Heuristic Optimization

IMC Research Focuses

Software engineering and intelligent systems

ÖFOS 2012 - Austrian Fields of Study

102032 Computational intelligence

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1007/s10479-008-0404-4

Cite this

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title = "A hybrid optimization approach to index tracking",

keywords = "Combinatorial optimization, metaheuristics",

author = "Rub{\'e}n Ruiz-Torrubiano and Alberto Su{\'a}rez",

year = "2008",

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doi = "10.1007/s10479-008-0404-4",

language = "English",

volume = "166",

pages = "57--71",

journal = "Annals of Operations Research",

number = "1",

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AU - Ruiz-Torrubiano, Rubén

AU - Suárez, Alberto

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KW - Combinatorial optimization

KW - metaheuristics

U2 - 10.1007/s10479-008-0404-4

DO - 10.1007/s10479-008-0404-4

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JO - Annals of Operations Research

JF - Annals of Operations Research

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