Solving the index tracking problem based on a convex reformulation for cointegration
2012 ◽
Vol 205
(1)
◽
pp. 235-250
◽
2012 ◽
Vol 217
(1)
◽
pp. 54-68
◽
2009 ◽
Vol 11
(2)
◽
pp. 247-275
◽