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"Mixed-integer programming approaches for index tracking and enhanced ..."

N. A. Canakgoz, John E. Beasley (2009)

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DOI: 10.1016/J.EJOR.2008.03.015

access: closed

type: Journal Article

metadata version: 2020-08-24

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N. A. Canakgoz, John E. Beasley:
Mixed-integer programming approaches for index tracking and enhanced indexation. Eur. J. Oper. Res. 196(1): 384-399 (2009)

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