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Liquidity-constrained index tracking optimization models.

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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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      – Type: doi
        Value: 10.1007/s10479-021-04173-2
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      – Code: eng
        Text: English
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        PageCount: 46
        StartPage: 73
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      – TitleFull: Liquidity-constrained index tracking optimization models.
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            NameFull: Filomena, Tiago Pascoal
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            NameFull: Sant'anna, Leonardo Riegel
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              Text: Nov2023
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              Y: 2023
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              Value: 330
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