Work

Index Tracking with Cardinality Constraints for Cost-Efficient Tracking of the NIFTY 50 Index (Working Paper)

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7237999

Authors: Siddhartha Datta, Saddam Hossain, Ritabrata Bhattacharyya

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7202265402

Cites:

Cited by:

Related to: 10