Nonnegative group bridge and application in financial index tracking.

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Bibliographic Details
Title: Nonnegative group bridge and application in financial index tracking.
Authors: Liu, Yonghui1 (AUTHOR), Lin, Yichen1 (AUTHOR), Song, Xin1 (AUTHOR), Liu, Conan2 (AUTHOR), Liu, Shuangzhe3 (AUTHOR) shuangzhe.liu@canberra.edu.au
Source: Statistical Papers. Apr2024, Vol. 65 Issue 2, p887-907. 21p.
Database: Mathematics Source
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Description
ISSN:09325026
DOI:10.1007/s00362-023-01406-3