"A Revamped Sparse Index Tracker Leveraging K-Sparsity and Reduced ..."

Yiu Yu Chan, Chi-Sing Leung (2023)

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DOI: 10.1007/978-981-99-8148-9_39

access: closed

type: Conference or Workshop Paper

metadata version: 2024-10-06

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Yiu Yu Chan, Chi-Sing Leung:
A Revamped Sparse Index Tracker Leveraging K-Sparsity and Reduced Portfolio Reshuffling. ICONIP (12) 2023: 499-512

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