NDLI: A constrained cluster-based approach for tracking the S&P 500 index

Content Provider	Semantic Scholar
Author	Wu, Dexiang Kwon, Roy H. Costa, Giorgio
Copyright Year	2017
Abstract	We consider the problem of tracking a benchmark target portfolio of financial securities in particular the S&P 500. Linear integer programming models are developed that seeks to track a target ...
Starting Page	222
Ending Page	243
Page Count	22
File Format	PDF HTM / HTML
DOI	10.1016/j.ijpe.2017.07.018
Volume Number	193
Alternate Webpage(s)	http://www.diva-portal.org/smash/get/diva2:1181122/FULLTEXT01.pdf
Alternate Webpage(s)	http://www.diva-portal.org/smash/get/diva2:1195479/FULLTEXT01.pdf
Alternate Webpage(s)	https://doi.org/10.1016/j.ijpe.2017.07.018
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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