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机译:具有UCITS约束的索引跟踪问题的精确和启发式方法
Università degli Studi “Niccolò Cusano”">(1);
Sapienza University of Rome">(2);
Dept. of Economics RECent CEFIN University of Modena and Reggio E.">(3);
Department of Finance Accounting and Real Estate European Business School (EBS)">(4);
Allianz Global Investors Europe GmbH">(5);
Index tracking; Mixed integer quadratic programming; Stochastic search heuristics; Differential evolution; Cardinality constraints;
机译:具有UCITS约束的索引跟踪问题的精确和启发式方法
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