Index fund optimization using a hybrid model: genetic algorithm and mixed-integer nonlinear programming

2019 ◽  
Vol 64 (3) ◽  
pp. 298-309 ◽  
Author(s):  
Juan Díaz ◽  
María Cortés ◽  
Juan Hernández ◽  
Óscar Clavijo ◽  
Carlos Ardila ◽  
...  
AIAA Journal ◽  
2005 ◽  
Vol 43 (8) ◽  
pp. 1844-1849 ◽  
Author(s):  
Vladimir B. Gantovnik ◽  
Zafer Gurdal ◽  
Layne T. Watson ◽  
Christine M. Anderson-Cook

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