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"Simultaneous pursuit of out-of-sample performance and sparsity in index ..."
Akiko Takeda et al. (2013)
- Akiko Takeda, Mahesan Niranjan, Jun-ya Gotoh, Yoshinobu Kawahara:
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. Comput. Manag. Sci. 10(1): 21-49 (2013)
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