Sparse Portfolios for High-Dimensional Financial Index Tracking
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Publication:144990
DOI10.1109/TSP.2017.2762286MaRDI QIDQ144990
Yiyong Feng, Daniel P. Palomar, Konstantinos Benidis
Publication date: 1 January 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
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