Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282)
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scientific article; zbMATH DE number 6429545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cardinality versus<i>q</i>-norm constraints for index tracking |
scientific article; zbMATH DE number 6429545 |
Statements
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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