Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs

Leila Hamilton-Russell, Thomas Malan O’Callaghan, Dmitrii Savin, Erik Schlögl

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DOI: 10.20944/preprints202403.0859.v1
Published: 2024-03-14
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Publisher: MDPI AG
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Cite this work

BibTeX

@article{allodium:10.20944/preprints202403.0859.v1,
  title = {Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs},
  author = {Leila Hamilton-Russell and Thomas Malan O’Callaghan and Dmitrii Savin and Erik Schlögl},
  year = {2024},
  doi = {10.20944/preprints202403.0859.v1},
  url = {https://doi.org/10.20944/preprints202403.0859.v1}
}

RIS

TY  - JOUR
TI  - Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs
AU  - Leila Hamilton-Russell
AU  - Thomas Malan O’Callaghan
AU  - Dmitrii Savin
AU  - Erik Schlögl
PY  - 2024
DO  - 10.20944/preprints202403.0859.v1
UR  - https://doi.org/10.20944/preprints202403.0859.v1
ER  -

APA

Hamilton-Russell, L., O’Callaghan, T. M., Savin, D., & Schlögl, E. (2024). Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs. https://doi.org/10.20944/preprints202403.0859.v1

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crossref · retrieved 2026-09-25T16:45:54.034Z