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Liquidity-constrained index tracking optimization models.

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Bibliographic Details
Title:	Liquidity-constrained index tracking optimization models.
Authors:	Vieira, Eduardo Bered Fernandes¹, eduardo.vieira@ufrgs.br, Filomena, Tiago Pascoal¹, Sant'anna, Leonardo Riegel¹, Lejeune, Miguel A.²
Source:	Annals of Operations Research; Nov2023, Vol. 330 Issue 1/2, p73-118, 46p
Database:	Applied Science & Technology Source
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Description
ISSN:	02545330
DOI:	10.1007/s10479-021-04173-2