# Sparse Portfolios for High-Dimensional Financial Index Tracking

> Research article (IEEE Transactions on Signal Processing, 2017) · cited 85× · AI/ML

**Wikidata**: [openalex:W2760945190](https://www.wikidata.org/wiki/openalex:W2760945190)  
**Source**: https://4ort.xyz/entity/sparse-portfolios-for-high-dimensional-financial-index-tracking
