To cite 'sparseIndexTracking' in publications, please use:

K. Benidis and D. P. Palomar (2019). sparseIndexTracking: Design of Portfolio of Stocks to Track an Index. R package version 0.1.1. https://CRAN.R-project.org/package=sparseIndexTracking

K. Benidis, Y. Feng, and D. P. Palomar, "Sparse Portfolios for High-Dimensional Financial Index Tracking," IEEE Transactions on Signal Processing, vol. 66, no. 1, pp. 155-170, Jan. 2018. https://doi.org/10.1109/TSP.2017.2762286

Corresponding BibTeX entries:

  @Manual{,
    title = {sparseIndexTracking: Design of Portfolio of Stocks to
      Track an Index},
    author = {K. Benidis and D. P. Palomar},
    note = {R package version 0.1.1},
    year = {2019},
    url = {https://CRAN.R-project.org/package=sparseIndexTracking},
  }

  @Article{,
    title = {Sparse Portfolios for High-Dimensional Financial Index
      Tracking},
    author = {K. Benidis and Y. Feng and D. P. Palomar},
    journal = {IEEE Transactions on Signal Processing},
    volume = {66},
    number = {1},
    pages = {155--170},
    year = {2018},
    url = {https://doi.org/10.1109/TSP.2017.2762286},
  }