1. Home
2. Premium
3. IEEE ICASSP 2020 Virtual Conference May 2020
4. Diversity And Sparsity: A New Perspective On Index Tracking

Diversity And Sparsity: A New Perspective On Index Tracking

Collection:

IEEE ICASSP 2020 Virtual Conference May 2020

We address the problem of partial index tracking, replicating a benchmark index using a small number of assets. Accurate tracking with a sparse portfolio is extensively studied as a classic finance problem. However in practice, a tracking portfolio must a

• IEEE MemberUS $11.00
• Society MemberUS $0.00
• IEEE Student MemberUS $11.00
• Non-IEEE MemberUS $15.00

Purchase

Videos in this product

Diversity And Sparsity: A New Perspective On Index Tracking

00:10:59

0 views

We address the problem of partial index tracking, replicating a benchmark index using a small number of assets. Accurate tracking with a sparse portfolio is extensively studied as a classic finance problem. However in practice, a tracking portfolio must a