Sparse index clones via the sorted ℓ1-Norm
Year of publication: |
2022
|
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Authors: | Kremer, Philipp J. ; Brzyski, Damian ; Bogdan, Małgorzata ; Paterlini, Sandra |
Subject: | Hedge fund clones | Index tracking | Regularization | SLOPE | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Index | Index number | Investmentfonds | Investment Fund | Theorie | Theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Im Haupttitel ist "1" tiefgestellt |
Other identifiers: | 10.1080/14697688.2021.1962539 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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