Ulrich Derigs, Nils-H. Nickel. Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management. OR Spectrum, 25(3):345-378, 2003. [doi]
@article{DerigsN03,
title = {Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management},
author = {Ulrich Derigs and Nils-H. Nickel},
year = {2003},
doi = {10.1007/s00291-003-0127-5},
url = {https://doi.org/10.1007/s00291-003-0127-5},
researchr = {https://researchr.org/publication/DerigsN03},
cites = {0},
citedby = {0},
journal = {OR Spectrum},
volume = {25},
number = {3},
pages = {345-378},
}