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European Journal of Operational Research, ISSN 0377-2217, 2012, Volume 217, Issue 1, pp. 54 - 68
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 06/2016, Volume 251, Issue 3, pp. 938 - 956
Journal Article
Computers and Operations Research, ISSN 0305-0548, 03/2019, Volume 103, pp. 167 - 183
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 2003, Volume 148, Issue 3, pp. 621 - 643
Journal Article
The Engineering Economist, ISSN 0013-791X, 07/2019, Volume 64, Issue 3, pp. 227 - 253
Enhanced index tracking is an emerging strategy for investing money in the stock market and is aimed at achieving outperformance over a given benchmark index... 
OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MANAGEMENT | SEARCH | ERROR | BUSINESS | ENGINEERING, INDUSTRIAL | PORTFOLIO SELECTION | Lower bounds | Index funds | Economic theory | Upper bounds | Three phase | Tracking problem | Benchmarks | Tracking errors | Portfolio management | Optimization | Indexing | Investment
Journal Article
Optimization Methods and Software, ISSN 1055-6788, 03/2016, Volume 31, Issue 2, pp. 258 - 271
Journal Article
Journal Article
Annals of Operations Research, ISSN 0254-5330, 7/2012, Volume 196, Issue 1, pp. 591 - 609
Journal Article
Mathematical and Computer Modelling, ISSN 0895-7177, 2011, Volume 54, Issue 7, pp. 1781 - 1784
Index tracking aims to select portfolios that imitate the behavior of a stock index. A tracking strategy is referred to as partial when the tracking portfolio... 
Tracking error variance | Index tracking | Portfolio selection | Frontier curvature | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | OPTIMIZATION
Journal Article
Journal of Computer Science, ISSN 1549-3636, 2014, Volume 10, Issue 12, pp. 2450 - 2463
Journal Article
Investment Management and Financial Innovations, ISSN 1810-4967, 2014, Volume 11, Issue 3, pp. 44 - 52
Journal Article
Optimization and Engineering, ISSN 1389-4420, 2010, Volume 11, Issue 2, pp. 247 - 275