Sparse index clones via the sorted ℓ1-Norm
Philipp J. Kremer, Damian Brzyski, Małgorzata Bogdan and Sandra Paterlini
| Year of publication: |
2022
|
|---|---|
| Authors: | Kremer, Philipp J. ; Brzyski, Damian ; Bogdan, Małgorzata ; Paterlini, Sandra |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 2, p. 349-366
|
| Subject: | Hedge fund clones | Index tracking | Regularization | SLOPE | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Aktienindex | Stock index | Theorie | Theory | Kapitaleinkommen | Capital income | Index | Index number |
Online Resource
| 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 |
Persistent link: https://www.econbiz.de/10013167757