Bøger af Yiyong Feng

Provides an in-depth overview of the index tracking problem and analyses all the caveats and practical issues an investor might have. Additionally, it provides a unified framework for a large variety of sparse index tracking formulations.

Explores investment in financial assets treated as a signal processing and optimization problem. The book explores such connections and capitalizes on the existing mathematical tools developed in wireless communications and signal processing to solve real-life problems arising in the financial markets.