Tingting Yang, Xiaoxia Huang. A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions. J. Optimization Theory and Applications, 195(2):723-747, 2022. [doi]
@article{YangH22-24,
title = {A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions},
author = {Tingting Yang and Xiaoxia Huang},
year = {2022},
doi = {10.1007/s10957-022-02116-w},
url = {https://doi.org/10.1007/s10957-022-02116-w},
researchr = {https://researchr.org/publication/YangH22-24},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {195},
number = {2},
pages = {723-747},
}