Dynamic index tracking via multi-objective evolutionary algorithm

Dynamic index tracking via multi-objective evolutionary algorithm

10.1016/j.asoc.2013.01.021

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Bibliographic Details
Main Authors: Chiam, S.C., Tan, K.C., Al Mamun, A.
Other Authors: ELECTRICAL & COMPUTER ENGINEERING
Format: Article
Published: 2014
Subjects:
Index tracking
Multi-objective evolutionary algorithm
Portfolio rebalancing
Online Access:http://scholarbank.nus.edu.sg/handle/10635/82186
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Institution: National University of Singapore
Description
Summary:10.1016/j.asoc.2013.01.021

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