Myopic robust index tracking with Bregman divergence
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Publication:5068089
DOI10.1080/14697688.2021.1950918zbMath1484.91438arXiv1908.07659OpenAlexW3186972331MaRDI QIDQ5068089
Pavel V. Shevchenko, Wei Wu, Spiridon I. Penev
Publication date: 5 April 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.07659
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