@article{202403.0859, doi = {10.20944/preprints202403.0859.v1}, url = {https://doi.org/10.20944/preprints202403.0859.v1}, year = 2024, month = {March}, publisher = {Preprints}, author = {Leila Hamilton-Russell and Thomas Malan O’Callaghan and Dmitrii Savin and Erik Schlögl}, title = {Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs}, journal = {Preprints} }