Eisuke Yamagata

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20212023

most citedPre-training without Natural Images

2 citations · 4 across the 4 of their papers we have counts for

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q-fin.PM2023

Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $ℓ_{0}$ -Constrained Portfolio

Eisuke Yamagata, Shunsuke Ono

Sparse index tracking is a prominent passive portfolio management strategy that constructs a sparse portfolio to track a financial index. A sparse portfolio is preferable to a full…

Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via ℓ0​-Constrained Portfolio

Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $ℓ_{0}$ -Constrained Portfolio