Another look at portfolio optimization under tracking-error constraints
Year of publication: |
2010
|
---|---|
Authors: | Bertrand, Philippe |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 66.2010, 3, p. 78-90
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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