"Leveraging Stochastic Optimization in Asset Allocation for Enhanced Index ..."

Yuanyuan Liu, Yongxin Yang (2024)

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DOI: 10.1109/CIFER62890.2024.10772795

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type: Conference or Workshop Paper

metadata version: 2025-01-10

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Yuanyuan Liu, Yongxin Yang:
Leveraging Stochastic Optimization in Asset Allocation for Enhanced Index Tracking. CIFEr 2024: 1-8

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