Index-Tracking Portfolio Construction and Rebalancing under Bayesian Sparse Modelling and Uncertainty Quantification

Fuente: arXiv

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Bibliographic Details
Main Author:	Roxanas, Dimitrios
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Optimization and Control Portfolio Management Applications Computation 91G10, 62P05, 9008, 91B06, 90C25
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.22109