A generalized description length approach for sparse and robust index tracking (Q3295337)
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scientific article; zbMATH DE number 7218967
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A generalized description length approach for sparse and robust index tracking |
scientific article; zbMATH DE number 7218967 |
Statements
8 July 2020
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\(q\)-entropy
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penalized least squares
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sparsity
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index tracking
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0.7851343750953674
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0.7652534246444702
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0.7626933455467224
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0.7594360709190369
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0.7551679611206055
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