Liquidity-constrained index tracking optimization models
Work
Year: 2021
Type: article
Source: Annals of Operations Research
Authors Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant’Anna, Miguel A. Lejeune
Institutions Universidade Federal do Rio Grande do Sul, George Washington University, Decision Sciences (United States)
Cites: 56
Cited by: 10
Related to: 10
FWCI: 1.983
Citation percentile (by year/subfield): 77.06
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed