Oliver Strub, Norbert Trautmann. An Iterated Greedy Heuristic for the 1/N Portfolio Tracking Problem. In Begoña Vitoriano, Greg H. Parlier, Dominique de Werra, editors, Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), Rome, Italy, February 23-25, 2016. pages 424-431, SciTePress, 2016. [doi]
Abstract is missing.