68-# 1168 SPARSE PORTFOLIOS FOR HIGH-DIMENSIONAL FINANCIAL INDEX TRACKING WITH LOW-RANK MATRIX CONSTRAINT FOR STOCKS
Descripción
Authors:
Javier Alexi Chacón Suárez, Tatiana Gélvez, Henry Arguello
Scholar articles:
SPARSE PORTFOLIOS FOR HIGHDIMENSIONAL FINANCIAL INDEX TRACKING WITH LOW-RANK MATRIX CONSTRAINT FOR STOCKS
JAC Suárez - Management, 2020