Xiuyuan Huang, Zepeng Zhang, Ziping Zhao. Multi-Period Portfolio Optimization for Index Tracking in Finance. In 55th Asilomar Conference on Signals, Systems, and Computers, ACSSC 2021, Pacific Grove, CA, USA, October 31 - November 3, 2021. pages 1383-1387, IEEE, 2021. [doi]
@inproceedings{HuangZZ21-5,
title = {Multi-Period Portfolio Optimization for Index Tracking in Finance},
author = {Xiuyuan Huang and Zepeng Zhang and Ziping Zhao},
year = {2021},
doi = {10.1109/IEEECONF53345.2021.9723183},
url = {https://doi.org/10.1109/IEEECONF53345.2021.9723183},
researchr = {https://researchr.org/publication/HuangZZ21-5},
cites = {0},
citedby = {0},
pages = {1383-1387},
booktitle = {55th Asilomar Conference on Signals, Systems, and Computers, ACSSC 2021, Pacific Grove, CA, USA, October 31 - November 3, 2021},
publisher = {IEEE},
isbn = {978-1-6654-5828-3},
}