Open AccessA hybrid approach for index tracking with practical constraints
Author(s) -
Yingjie Li,
Xiaoguang Yang,
Shushang Zhu,
Donghui Li
Publication year - 2014
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2014.10.905
Subject(s) - tracking error , mean squared error , mathematical optimization , approximation error , computer science , heuristic , index (typography) , integer programming , tracking (education) , linear programming , integer (computer science) , square (algebra) , mathematics , statistics , artificial intelligence , psychology , pedagogy , control (management) , world wide web , geometry , programming language