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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