@article{fdrcontrolledportfoliooptimizationfor, title = {FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking}, author = {Jasin Machkour and Daniel P. Palomar and Michael Muma}, year = {2024}, eprint = {2401.15139}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2401.15139v2}, }