Oliver Strub, Norbert Trautmann. A two-stage approach to the UCITS-constrained index-tracking problem. Computers & OR, 103:167-183, 2019. [doi]
@article{StrubT19,
title = {A two-stage approach to the UCITS-constrained index-tracking problem},
author = {Oliver Strub and Norbert Trautmann},
year = {2019},
doi = {10.1016/j.cor.2018.10.002},
url = {https://doi.org/10.1016/j.cor.2018.10.002},
researchr = {https://researchr.org/publication/StrubT19},
cites = {0},
citedby = {0},
journal = {Computers & OR},
volume = {103},
pages = {167-183},
}