JASA Jan 05, 2026

Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints

Authors
Mehmet Caner Qingliang Fan
Research Topics
Machine Learning
View Full Paper
Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2602832
  • Published:
    January 05, 2026
  • Added to Tracker:
    Feb 10, 2026
Author Details
Mehmet Caner
Author
Qingliang Fan
Author
Research Topics & Keywords
Machine Learning
Research Area
Citation Information
APA Format
Mehmet Caner & Qingliang Fan (2026) . Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. Journal of the American Statistical Association , 10.1080/01621459.2025.2602832.
BibTeX Format
@article{paper780,
  title = { Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints },
  author = { Mehmet Caner and Qingliang Fan },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2025.2602832 },
  url = { https://doi.org/10.1080/01621459.2025.2602832 }
}
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