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

id	sg-nus-scholar.10635-82186
record_format	dspace
spelling	sg-nus-scholar.10635-821862023-10-25T21:07:57Z Dynamic index tracking via multi-objective evolutionary algorithm Chiam, S.C. Tan, K.C. Al Mamun, A. ELECTRICAL & COMPUTER ENGINEERING Index tracking Multi-objective evolutionary algorithm Portfolio rebalancing 10.1016/j.asoc.2013.01.021 Applied Soft Computing Journal 13 7 3392-3408 2014-10-07T04:26:24Z 2014-10-07T04:26:24Z 2013-07 Article Chiam, S.C., Tan, K.C., Al Mamun, A. (2013-07). Dynamic index tracking via multi-objective evolutionary algorithm. Applied Soft Computing Journal 13 (7) : 3392-3408. ScholarBank@NUS Repository. https://doi.org/10.1016/j.asoc.2013.01.021 15684946 http://scholarbank.nus.edu.sg/handle/10635/82186 000319408400018 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Index tracking Multi-objective evolutionary algorithm Portfolio rebalancing
spellingShingle	Index tracking Multi-objective evolutionary algorithm Portfolio rebalancing Chiam, S.C. Tan, K.C. Al Mamun, A. Dynamic index tracking via multi-objective evolutionary algorithm
description	10.1016/j.asoc.2013.01.021
author2	ELECTRICAL & COMPUTER ENGINEERING
author_facet	ELECTRICAL & COMPUTER ENGINEERING Chiam, S.C. Tan, K.C. Al Mamun, A.
format	Article
author	Chiam, S.C. Tan, K.C. Al Mamun, A.
author_sort	Chiam, S.C.
title	Dynamic index tracking via multi-objective evolutionary algorithm
title_short	Dynamic index tracking via multi-objective evolutionary algorithm
title_full	Dynamic index tracking via multi-objective evolutionary algorithm
title_fullStr	Dynamic index tracking via multi-objective evolutionary algorithm
title_full_unstemmed	Dynamic index tracking via multi-objective evolutionary algorithm
title_sort	dynamic index tracking via multi-objective evolutionary algorithm
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/82186
_version_	1781784076159549440

Dynamic index tracking via multi-objective evolutionary algorithm

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