Coelho, Catarina; Santos, José Luis; Júdice, Pedro The performance of bank portfolio optimization. (English) Zbl 07797322 Int. Trans. Oper. Res. 31, No. 3, 1458-1485 (2024). MSC: 90-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hooshmand, F.; Rasouli, Z. Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm. (English) Zbl 07759818 Opsearch 60, No. 3, 1286-1311 (2023). MSC: 90Bxx 90C90 91G10 × Cite Format Result Cite Review PDF Full Text: DOI