Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
Published Online:1 Apr 1994https://doi.org/10.1287/opre.42.2.223
- Cited by
- 20 April 2026 | Annals of Operations Research, Vol. 9
- 7 December 2024 | Statistical Papers, Vol. 66, No. 1
- 17 April 2023 | IMA Journal of Management Mathematics, Vol. 35, No. 2
- 23 August 2021 | Economic Research-Ekonomska Istraživanja, Vol. 35, No. 1
- European Journal of Operational Research, Vol. 302, No. 3
- 23 May 2018 | Computational Management Science, Vol. 16, No. 3
- 29 March 2013 | Central European Journal of Operations Research, Vol. 22, No. 2
- Journal of Infrastructure Systems, Vol. 20, No. 1
- SSRN Electronic Journal, Vol. 19
- 29 May 2010 | Annals of Operations Research, Vol. 193, No. 1
- International Journal of Production Economics, Vol. 121, No. 2
- 5 January 2008 | Annals of Operations Research, Vol. 165, No. 1
- IEEE Transactions on Power Systems, Vol. 22, No. 1
- European Journal of Operational Research, Vol. 163, No. 1
- 1 April 2005 | Operations Research, Vol. 53, No. 2
- Applied Mathematical Modelling, Vol. 29, No. 4
- European Journal of Operational Research, Vol. 161, No. 2
- Computers & Operations Research, Vol. 31, No. 1
- European Journal of Operational Research, Vol. 148, No. 3
- Journal of Economic Dynamics and Control, Vol. 27, No. 6
- Journal of Economic Dynamics and Control, Vol. 27, No. 6
- Quantitative Finance, Vol. 3, No. 2
- 27 June 2002 | Concurrency and Computation: Practice and Experience, Vol. 14, No. 8-9
- 21 November 2011 | International Journal of Theoretical and Applied Finance, Vol. 04, No. 06
- Annals of Operations Research, Vol. 100, No. 1-4
- Parallel Computing, Vol. 25, No. 13-14
- Journal of Economic Dynamics and Control, Vol. 22, No. 10
- European Journal of Operational Research, Vol. 101, No. 2
- Journal of Economic Dynamics and Control, Vol. 21, No. 8-9
- Journal of Economic Dynamics and Control, Vol. 21, No. 8-9
- Mathematical Programming, Vol. 75, No. 2
- European Journal of Operational Research, Vol. 91, No. 2
- Annals of Operations Research, Vol. 59, No. 1
- European Journal of Operational Research, Vol. 85, No. 2
- Annals of Operations Research, Vol. 45, No. 1
Volume 42, Issue 2
March-April 1994
Pages 198-385
Article Information
Metrics
Information
- Published Online:April 01, 1994
© 1994 INFORMS
Cite as
Kenneth J. Worzel, Christiana Vassiadou-Zeniou, Stavros A. Zenios, (1994) Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities. Operations Research 42(2):223-233.
https://doi.org/10.1287/opre.42.2.223
Keywords
