Group sparse enhanced indexation model with adaptive beta value
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Publication:5041670
DOI10.1080/14697688.2022.2092542zbMath1500.91128OpenAlexW4285993066MaRDI QIDQ5041670
Jieao Ma, Haibing Lu, Feng-Min Xu
Publication date: 14 October 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2022.2092542
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