Evaluation of Index Tracking Portfolios During the COVID-19 Pandemic. - Thiago Wanderley De Amorim; Julio Cezar Soares Silva; Adiel Teixeira de Almeida Filho (CEC, 2021)

Assessing the interactions amongst index tracking model formulations and genetic algorithm approaches with different rebalancing strategies. - Thiago Wanderley De Amorim; Julio Cezar Soares Silva; Adiel Teixeira de Almeida Filho (Soft Comput., 2024)