A new enhanced index tracking model in portfolio optimization with sum weighted approach

Weng Siew LamSaiful Hafizah JaamanWeng Hoe Lam2024-11-012024-11-012017http://aip.scitation.org/doi/abs/10.1063/1.4980936https://dspace-cris.utar.edu.my/handle/123456789/5799A new enhanced index tracking model in portfolio optimization with sum weighted approachproceedings-article