Formulations to select assets for constructing sparse index tracking portfolios

Fuente: arXiv

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Bibliographic Details
Main Authors:	Sakurai, Yutaka, Wakabayashi, Daiki, Ishizaki, Fumio
Format:	Preprint
Published:	2023
Subjects:	Computational Engineering, Finance, and Science
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2311.14228