---
title: Formulations to select assets for constructing sparse index tracking portfolios
url: https://www.ml-quant.com/papers/ssrn/4551632/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4551632
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4551632
featured: 2023-08-30
citations: 1
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4551632
- Identifier: SSRN 4551632
- Released: 2023-08-25
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Portfolio & Allocation

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