---
title: A systematic literature review on solution approaches for the index tracking problem in the last decade
url: https://www.ml-quant.com/papers/doi/10-1093-imaman-dpad007/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.1093/imaman/dpad007
source_url: http://dx.doi.org/10.1093/imaman/dpad007
featured: 2023-06-07
citations: 11
topic: Portfolio & Allocation
---


# A systematic literature review on solution approaches for the index tracking problem in the last decade

Passive management seeks practical solutions for tracking portfolios using metaheuristics.

- Source: http://dx.doi.org/10.1093/imaman/dpad007
- Identifier: doi:10.1093/imaman/dpad007
- Released: 2023-06-02
- First featured: Quant Letter No. 3 (2023-06-07): https://www.ml-quant.com/issues/2023-06-07/
- Citations (Semantic Scholar): 11
- Published in: IMA Journal of Management Mathematics
- Topic: Portfolio & Allocation

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