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Thiemo Krink
Information about the author Thiemo Krink will soon be added to the site.
Found
3 papers
in total
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Exact and heuristic approaches for the index tracking problem with UCITS constraints
2013
Index tracking aims at determining an optimal portfolio that replicates the...
Multiobjective optimization using differential evolution for real‐world portfolio optimization
2011
Portfolio optimization is an important aspect of decision‐support in investment...
Differential evolution and combinatorial search for constrained index-tracking
2009
Index-tracking is a low-cost alternative to active portfolio management. The...
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