Portfolio optimization in enhanced index tracking with goal programming approach

Weng Siew LamSaiful Hafizah Hj. JaamanHamizun bin Ismail2024-11-042024-11-042014http://scitation.aip.org/content/aip/proceeding/aipcp/10.1063/1.4895332https://dspace-cris.utar.edu.my/handle/123456789/6046Portfolio optimization in enhanced index tracking with goal programming approachproceedings-article