# 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

**Wikidata**: [openalex:W2914227546](https://www.wikidata.org/wiki/openalex:W2914227546)  
**Source**: https://4ort.xyz/entity/lasso-based-index-tracking-and-statistical-arbitrage-long-short-strategies
