Myopic robust index tracking with Bregman divergence (Q5068089)
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scientific article; zbMATH DE number 7503263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Myopic robust index tracking with Bregman divergence |
scientific article; zbMATH DE number 7503263 |
Statements
Myopic robust index tracking with Bregman divergence (English)
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5 April 2022
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index tracking
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robust index tracking
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Bregman divergence
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Kullback-Leibler divergence
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0.8259006142616272
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0.805144190788269
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0.7949097156524658
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0.7457103133201599
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0.7453096508979797
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