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Enhanced optimal tracking error portfolio via quantile regression with SSD constraints

Published Online: 2026-04-20

Authors

Bonomelli, Marco

Cassader, Marco

Giacometti, Rosella https://orcid.org/0000-0002-9761-3529
Lauria, Davide

Ortobelli Lozza, Sergio
Funding

Funding for this research was provided by:

Università degli Studi di Bergamo
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Text and Data Mining valid from 2026-04-20

Version of Record valid from 2026-04-20
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Article History

Received: 20 December 2024

Accepted: 9 April 2026

First Online: 20 April 2026

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