"Robust portfolio selection for sparse index tracking under no ..."

Ning Li, Guanghui Zhu (2024)

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DOI: 10.1142/S0219691323500558

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type: Journal Article

metadata version: 2024-09-20

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Ning Li, Guanghui Zhu:
Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints. Int. J. Wavelets Multiresolution Inf. Process. 22(3): 2350055:1-2350055:16 (2024)

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