# dppalomar/sparseindextracking

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59 stars · 17 forks · HTML · GPL-3.0

## Links

- GitHub: https://github.com/dppalomar/sparseIndexTracking
- Homepage: https://CRAN.R-project.org/package=sparseIndexTracking
- awesome-repositories: https://awesome-repositories.com/repository/dppalomar-sparseindextracking.md

## Topics

`financial-markets` `index` `portfolio` `tracking`

## Description

Design of Portfolio of Stocks to Track an Index

## Tags

### Part of an Awesome List

- [Portfolio Optimization](https://awesome-repositories.com/f/awesome-lists/data/portfolio-optimization.md) — Portfolio design for tracking financial indices.