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"Formulations to select assets for constructing sparse index tracking ..."

Yutaka Sakurai, Daiki Wakabayashi, Fumio Ishizaki (2023)

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DOI: 10.48550/ARXIV.2311.14228

access: open

type: Informal or Other Publication

metadata version: 2023-11-30

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  - journals/corr/abs-2311-14228
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  - https://dblp.org/rec/journals/corr/abs-2311-14228
Yutaka Sakurai, Daiki Wakabayashi, Fumio Ishizaki:
Formulations to select assets for constructing sparse index tracking portfolios. CoRR abs/2311.14228 (2023)

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