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"Simultaneous pursuit of out-of-sample performance and sparsity in index ..."

Akiko Takeda et al. (2013)

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DOI: 10.1007/S10287-012-0158-Y

access: closed

type: Journal Article

metadata version: 2022-10-02

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Akiko Takeda, Mahesan Niranjan, Jun-ya Gotoh, Yoshinobu Kawahara:
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. Comput. Manag. Sci. 10(1): 21-49 (2013)

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