Low-Turnover Rebalancing for Sparse Index Tracking

By Dimitrios Roxanas

Published 2026-07-08

Everscope rating

1668.8

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Hybrid Optimisation-Plus-Sampling Framework for Sparse Tracker Construction and Maintenance. Problem types: Portfolio Optimization, Optimization, Regression, Dimensionality Reduction.

arXiv:2512.22109 · Code · Paper rankings

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