Barro, D. & Canestrelli, E. (2009). Tracking error: a multistage portfolio model. Annals of Operations Research, 165(1), 47-66.
Bahreloloom, M., Tehrani, R. & Hanifi, F. (2012).
Designing a heuristic algorithms to selsect index tracking portfolio. Accounting Reasearch, 17(1), 20-43.
(
in Persian)
Beasley, J. E., Meade, N. & Chang, T.-J. (2003). An evolutionary heuristic for the index tracking problem. European Journal of Operational Research, 148(3), 621-643.
Bergey, P.K. & Ragsdale, C. (2005). Modified differential evolution: a greedy random strategy for genetic recombination. Omega, 33(3), 255-265.
Canakgoz, N. A. & Beasley, J. E. (2009). Mixed-integer programming approaches for index tracking and enhanced indexation. European Journal of Operational Research, 196(1), 384-399.
Cornuejols, G. & Tütüncü, R. (2006). Optimization methods in finance (Vol. 5): Cambridge University Press.
Dose, C. & Cincotti, S. (2005). Clustering of financial time series with application to index and enhanced index tracking portfolio. Physica A: Statistical Mechanics and its Applications, 355(1), 145-151.
Estrada, J. (2002). Systematic risk in emerging markets: the D-CAPM. Emerging Markets Review, 3(4), 365-379.
Fallahpoor, S. & Tondnevis, F. (2015). Index tracking by Single-Index model. Financial Enegeering and Portfolio Management, 24(6), 115-134.(in Persian)
Frino, A. & Gallagher, D. R. (2001). Tracking S&P500 index funds. The journal of portfolio management, 28(1), 44-55.
Gao, J. & Li, D. (2013). Optimal cardinality constrained portfolio selection. Operations research, 61(3), 745-761.
Gilli, M. & Këllezi, E. (2002). The threshold accepting heuristic for index tracking Financial Engineering, E-Commerce and Supply Chain (pp. 18-1): Springer.
Gnoni, M.J., Iavagnilio, R., Mossa, G., Mummolo, G. & Di Leva, A. (2003). Production planning of a multi-site manufacturing system by hybrid modelling: A case study from the automotive industry. International Journal of production economics, 85(2), 251-262.
Jansen, R. & Van Dijk, R. (2002). Optimal benchmark tracking with small portfolios. The journal of portfolio management, 28(2), 33-39.
Konno, H. & Wijayanayake, A. (2000). Minimal Cost Index Tracking under Nonlinear Transaction Costs and Minimal Transaction Unit Constraints. Tokyo Institute of Technology: CRAFT Working paper.
Krink, T., Mittnik, S. & Paterlini, S. (2009). Differential evolution and combinatorial search for constrained index-tracking. Annals of Operations Research, 172(1), 153-176.
Li, Q. Sun, L. & Bao, L. (2011). Enhanced index tracking based on multi-objective immune algorithm. Expert Systems with Applications, 38(5), 6101-6106.
Meade, N. & Salkin, G. R. (1989). Index funds—construction and performance measurement. Journal of the Operational Research Society, 40(10), 871-879.
Oh, K. J., Kim, T. Y. & Min, S. (2005). Using genetic algorithm to support portfolio optimization for index fund management. Expert Systems with Applications, 28(2), 371-379.
Rezayi, A. & Ranjbaran, S. (2008). Genetic algorithm implementation in MATLAB. (Vol. 1). Azar press, Tehran. (in Persian)
Roll, R. (1992). A mean/variance analysis of tracking error. The Journal of Portfolio Management, 18(4), 13-22.
Rudd, A. (1980). Optimal selection of passive portfolios. Financial Management, 9(1), 57-66.
Sharpe, W. F., Alexander, G. J. & Bailey, J. V. (1999). Investments (Vol. 6). Prentice-Hall Upper Saddle River, NJ.
Storn, R. & Price, K. (1997). Differential evolution–a simple and efficient heuristic for global optimization over continuous spaces. Journal of global optimization, 11(4), 341-359.
Versay, M. & Shams, N. (2010). Using a heuristic method to optimization TEPIX tracking problem. 8th International management Conference. Tehran, 2010/12/18.
Xu, F., Lu, Z. & Xu, Z. (2016). An efficient optimization approach for a cardinality-constrained index tracking problem. Optimization Methods and Software, 31(2), 258-271.