Liquidity-constrained index tracking optimization models
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Publication:6148777
DOI10.1007/s10479-021-04173-2OpenAlexW3174613900MaRDI QIDQ6148777
Miguel A. Lejeune, Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna
Publication date: 8 February 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04173-2
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