2021•Annals of Operations ResearchRequires access

Liquidity-constrained index tracking optimization models

Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant’Anna, Miguel A. Lejeune

Open publisher page 18 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 18 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Market liquidity, Portfolio optimization, Portfolio, Liquidity risk, Accounting liquidity, Economics, Liquidity crisis, Financial economics

Back to paper search Browse research topics Original source

Liquidity-constrained index tracking optimization models — Research Paper | ScholarLens