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Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yamagata, Eisuke, Ono, Shunsuke
Format:	Preprint
Published:	2023
Subjects:	Portfolio Management Computational Engineering, Finance, and Science Machine Learning
Online Access:	Acceder al recurso
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