Sparse index tracking: Simultaneous asset selection and capital allocation via $\ell_0$-constrained portfolio

Publication Information

Title

Japanese:
English:	Sparse index tracking: Simultaneous asset selection and capital allocation via $\ell_0$-constrained portfolio

Author

Japanese:	山縣英介, 小野峻佑.
English:	Eisuke Yamagata, Shunsuke Ono.

Language

English

Journal/Book name

Japanese:
English:	IEEE Open Journal of Signal Processing

Volume, Number, Page

vol. 5 pp. 810-819

Published date

Apr. 2024

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English: