Mahdi Moeini. Solving the index tracking problem: a continuous optimization approach. CEJOR, 30(2):807-835, 2022. [doi]
@article{Moeini22,
title = {Solving the index tracking problem: a continuous optimization approach},
author = {Mahdi Moeini},
year = {2022},
doi = {10.1007/s10100-019-00633-0},
url = {https://doi.org/10.1007/s10100-019-00633-0},
researchr = {https://researchr.org/publication/Moeini22},
cites = {0},
citedby = {0},
journal = {CEJOR},
volume = {30},
number = {2},
pages = {807-835},
}