Derigs, Ulrich; Nickel, Nils-H. On a local-search heuristic for a class of tracking error minimization problems in portfolio management. (English) Zbl 1067.91026 Ann. Oper. Res. 131, 45-77 (2004). MSC: 91B28 90C59 91B74 × Cite Format Result Cite Review PDF Full Text: DOI
Derigs, Ulrich; Nickel, Nils-H. Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management. (English) Zbl 1043.91028 OR Spectrum 25, No. 3, 345-378 (2003). MSC: 91G10 91B06 90C59 × Cite Format Result Cite Review PDF