TY - GENERIC DO - 10.20944/preprints202403.0859.v1 UR - http://dx.doi.org/10.20944/preprints202403.0859.v1 TI - Sequential Monte Carlo Optimization for Index Tracking with Transaction Costs T2 - Preprints AU - Hamilton-Russell, Leila AU - O’Callaghan, Thomas Malan AU - Savin, Dmitrii AU - Schlögl, Erik PY - 2024 DA - 2024/03/14 PB - Preprints