@article{navigatingcomplexityconstrainedportfolio, title = {Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints}, author = {Mehmet Caner and Qingliang Fan and YingYing Li}, year = {2024}, eprint = {2402.17523}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2402.17523v1}, }