Network-based index tracking using asset dependency structures

DOI10.1111/ITOR.70100MaRDI QIDQ6889538zbMATH OpenFDO

Authors Feng-Min Xu, Benchu Li, Jieao Ma, Xuepeng Li

Publication date 4 December 2025

Published in International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ITOR.70100

zbMATH Keywords

complex networkindex trackingportfolio adjustmentportfolio selection

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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