Work

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

Year: 2003

Type: article

Source: OR Spectrum

DOI: 10.1007/s00291-003-0127-5

Authors: Ulrich Derigs, Nils-H. Nickel

Institution: University of Cologne

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W389852474

FWCI: 1.51

Cites: 18

Cited by: 60

Related to: 10