Optimal portfolios with a restriction on the number of assets, also referred to as cardinality-
constrained portfolios, have been receiving attention in the literature due to its popularity …

In recent yean, the demand for passive investment products in hard-to-replicate asset
classes, or exotic betas, has grown faster than financial services firms' capacity to engineer …

The financial markets and the institutions which are operating in these markets are essential
for the good functioning of any decentralised economy. Beside the simplest approach where …

Trade paring constraints enable portfolio managers to control the number of trades when
constructing and rebalancing their portfolios. Allowing users to set trade paring constraints is …