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A constrained cluster-based approach for tracking the S&P 500 index
Authors
Beasley
Beltran
+36Â more
Beraldi
Bertsimas
Bertsimas
Bruni
Canakgoz
Chavez-Bedoya
Chen
Chopra
Coleman
Cornuejols
Cornuejols
Dexiang Wu
Filippi
Fisher
Gaivoronski
Geoffrion
Geoffrion
Giorgio Costa
Guastaroba
Hansen
Jansen
Jorion
Lejeune
Mezali
Michaud
Oh
Pardalos
Roy H. Kwon
Ruiz-Torrubiano
Sharpe
Steuer
Stoyan
Valle
Valle
Xidonas
Zenios
Publication date
Publisher
'Elsevier BV'
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info:doi/10.1016%2Fj.ijpe.2017...
Last time updated on 10/12/2019