"Index Tracking via Learning to Predict Market Sensitivities."

Yoonsik Hong et al. (2022)

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DOI: 10.48550/ARXIV.2209.00780

access: open

type: Informal or Other Publication

metadata version: 2022-09-29

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  - journals/corr/abs-2209-00780
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  - https://dblp.org/rec/journals/corr/abs-2209-00780
Yoonsik Hong, Yanghoon Kim, Jeonghun Kim, Yongmin Choi:
Index Tracking via Learning to Predict Market Sensitivities. CoRR abs/2209.00780 (2022)

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