Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint
Year of publication: |
2023
|
---|---|
Authors: | Allen-Zhao, Zhihua ; Xu, Fengmin ; Dai, Yu-Hong ; Liu, Sanyang |
Publisher: |
[S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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