"Robust sparse portfolios for index tracking based on M-estimation."

Ning Li, Yong Niu, Jun Sun (2024)

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DOI: 10.1080/03610918.2022.2112054

access: closed

type: Journal Article

metadata version: 2024-09-11

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Ning Li, Yong Niu, Jun Sun:
Robust sparse portfolios for index tracking based on M-estimation. Commun. Stat. Simul. Comput. 53(8): 3758-3770 (2024)

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