Lasso-based index tracking and statistical arbitrage long-short strategies

Research article (The North American Journal of Economics and Finance, 2019) · cited 27× · AI/ML
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Lasso-based index tracking and statistical arbitrage long-short strategies

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Lasso-based index tracking and statistical arbitrage long-short strategies is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Lasso-based index tracking and statistical arbitrage long-short strategies. Retrieved May 24, 2026, from https://4ort.xyz/entity/lasso-based-index-tracking-and-statistical-arbitrage-long-short-strategies
MLA “Lasso-based index tracking and statistical arbitrage long-short strategies.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/lasso-based-index-tracking-and-statistical-arbitrage-long-short-strategies.
BibTeX @misc{4ortxyz_lasso-based-index-tracking-and-statistical-arbitrage-long-short-strategies_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Lasso-based index tracking and statistical arbitrage long-short strategies}}, year = {2026}, url = {https://4ort.xyz/entity/lasso-based-index-tracking-and-statistical-arbitrage-long-short-strategies}, note = {Accessed: 2026-05-24}}
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