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sparseIndexTracking
sparseIndexTracking-package
sparseIndexTracking-package
sparseIndexTracking: Design of Portfolio of Stocks to Track an Index
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sparseIndexTracking package
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Maintainer: Daniel P. Palomar
License: GPL-3 | file LICENSE
Last published: 2019-06-02
Useful links
https://github.com/dppalomar/sparseIndexTracking/issues
https://CRAN.R-project.org/package=sparseIndexTracking
https://github.com/dppalomar/sparseIndexTracking
https://www.danielppalomar.com
https://doi.org/10.1109/TSP.2017.2762286