A systematic literature review on solution approaches for the index tracking problem in the last decade
Passive management seeks practical solutions for tracking portfolios using metaheuristics.
Featured in No. 3 on 7 Jun 2023 · 5 days after release · 11 citations today · published in IMA Journal of Management Mathematics
- Released
- 2 Jun 2023
- First featured
- No. 3 · 7 Jun 2023
- Citations (Semantic Scholar)
- 11
- Influential citations
- 0
- Published in
- IMA Journal of Management Mathematics
- Shares when featured
- 7
- Identifier
- doi:10.1093/imaman/dpad007
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).