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"Liquidity-constrained index tracking optimization models."

Eduardo Bered Fernandes Vieira et al. (2023)

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DOI: 10.1007/S10479-021-04173-2

access: closed

type: Journal Article

metadata version: 2023-12-10

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  dblp key:
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  - https://dblp.org/rec/journals/anor/VieiraFSL23
Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune:
Liquidity-constrained index tracking optimization models. Ann. Oper. Res. 330(1): 73-118 (2023)

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