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Liquidity-constrained index tracking optimization models - MaRDI portal

Liquidity-constrained index tracking optimization models (Q6148777)

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scientific article; zbMATH DE number 7801430
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English
Liquidity-constrained index tracking optimization models
scientific article; zbMATH DE number 7801430

    Statements

    title
    Liquidity-constrained index tracking optimization models (English)
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    publication date
    8 February 2024
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    zbMATH Keywords
    liquidity
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    index tracking
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    liquidity constraint
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    diversification
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    Identifiers

    zbMATH DE Number
    7801430
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    OpenAlex ID
    W3174613900
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