SparseIndexTracking Versions Save

Design of Portfolio of Stocks to Track an Index

v0.1.1

5 years ago
  • Fixed some VignetteBuilder issues with CRAN.
  • Return vector instead of column matrix.

v0.1.0

6 years ago

This is the initial release of this package to track an index from just a few of the constituent stock components based on imposing sparsity.