Tracking a Financial Benchmark Using a Few Assets

DOI10.1287/opre.1050.0260zbMath1167.91409MaRDI QIDQ3391973

No author found.

Publication date: 13 August 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a38095f2250f4daa1400e895bc6e6716d1bfda93

Mathematics Subject Classification ID

91B84: Economic time series analysis

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Uses Software

• SeDuMi