Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management

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]

Possibly Related Publications

The following publications are possibly variants of this publication: