量化前沿速递：FOF及资配[20240710]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Constructing an Investment Fund through Stock Clustering and Integer Programming 股票聚类与整数规划构建投资基金 来源:ARXIV_20240709 [1] Constructing an Investment Fund through Stock Clustering and Integer Programming 标题:股票聚类与整数规划构建投资基金 作者:Maysam Khodayari Gharanchaei, Prabhu Prasad Panda 来源:ARXIV_20240709 Abstract : This paper focuses on the application of quantitative portfolio management by using integer programming and clustering techniques. Investors seek to gain the highest profits and lowest risk in capital markets. A data oriented analysis of US stock universe is used to provide portfolio managers a device to track different Exchange Traded Funds. As an example, reconstructing of NASDAQ 100 inde ………………………………