Sparse Portfolios for High-Dimensional Financial Index Tracking

DOI10.1109/TSP.2017.2762286MaRDI QIDQ144990FDO

Authors Konstantinos Benidis, Yiyong Feng, Daniel P. Palomar

Publication date 1 January 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Cited in

(1)

• sparseIndexTracking

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