Formulations to select assets for constructing sparse index tracking portfolios
The article introduces new methods for asset selection in sparse index tracking portfolios, highlighting its benefits over traditional full replication portfolios.
Featured in No. 14 on 30 Aug 2023 · 5 days after release · 1 citation today
- Released
- 25 Aug 2023
- First featured
- No. 14 · 30 Aug 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4551632
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).