Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Filippi, C. & Guastaroba, G. & Speranza, M.G., 2016. "A heuristic framework for the bi-objective enhanced index tracking problem," Omega, Elsevier, vol. 65(C), pages 122-137.
More about this item
KeywordsIndex tracking; Investment strategies; Shipping; Evolutionary algorithms; Optimization; Stationary bootstrap;
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