Cardinality versusq-norm constraints for index tracking
From MaRDI portal
Publication:5247282
DOI10.1080/14697688.2012.691986zbMath1402.91689MaRDI QIDQ5247282
Peter Winker, Björn Fastrich, Sandra Paterlini
Publication date: 23 April 2015
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.691986
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G10: Portfolio theory
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