Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282): Difference between revisions

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Revision as of 23:49, 19 March 2024

scientific article; zbMATH DE number 6429545
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English
Cardinality versus<i>q</i>-norm constraints for index tracking
scientific article; zbMATH DE number 6429545

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    Cardinality versus<i>q</i>-norm constraints for index tracking (English)
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    23 April 2015
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    index tracking
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    portfolio optimization
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    finance
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    statistics
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