Ning Li, Guanghui Zhu. Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints. IJWMIP, 22(3), May 2024. [doi]
@article{LiZ24-77,
title = {Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints},
author = {Ning Li and Guanghui Zhu},
year = {2024},
month = {May},
doi = {10.1142/S0219691323500558},
url = {https://doi.org/10.1142/S0219691323500558},
researchr = {https://researchr.org/publication/LiZ24-77},
cites = {0},
citedby = {0},
journal = {IJWMIP},
volume = {22},
number = {3},
}