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Myopic robust index tracking with Bregman divergence
Quantitative Finance ( IF 1.5 ) Pub Date : 2021-07-23 , DOI: 10.1080/14697688.2021.1950918
S. Penev 1 , P. V. Shevchenko 2, 3 , W. Wu 1
Affiliation  

(2021). Myopic robust index tracking with Bregman divergence. Quantitative Finance. Ahead of Print.

中文翻译:

具有 Bregman 散度的短视稳健指数跟踪

(2021 年)。具有 Bregman 散度的短视稳健指数跟踪。量化金融。领先于印刷。
更新日期:2022-03-08
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