Fast Methods for the Index Tracking Problem

Dag Haugland. Fast Methods for the Index Tracking Problem. In Natalia Kliewer, Jan Fabian Ehmke, Ralf Borndörfer, editors, Operations Research Proceedings 2017, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Freie Universiät Berlin, Germany, September 6-8, 2017. Operations Research Proceedings, pages 277-283, Springer, 2017. [doi]

@inproceedings{Haugland17,
  title = {Fast Methods for the Index Tracking Problem},
  author = {Dag Haugland},
  year = {2017},
  doi = {10.1007/978-3-319-89920-6_38},
  url = {https://doi.org/10.1007/978-3-319-89920-6_38},
  researchr = {https://researchr.org/publication/Haugland17},
  cites = {0},
  citedby = {0},
  pages = {277-283},
  booktitle = {Operations Research Proceedings 2017, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Freie Universiät Berlin, Germany, September 6-8, 2017},
  editor = {Natalia Kliewer and Jan Fabian Ehmke and Ralf Borndörfer},
  series = {Operations Research Proceedings},
  publisher = {Springer},
  isbn = {978-3-319-89920-6},
}