Portfolio performance under tracking error and asset weight constraints
Year of publication: |
2020
|
---|---|
Authors: | Daly, Michael H. ; Van Vuuren, Gary |
Published in: |
Journal of economic and financial sciences : JEF. - Johannesburg : Univ., ISSN 2312-2803, ZDB-ID 2824729-2. - Vol. 13.2020, 1, p. 1-9
|
Subject: | active management | tracking error | weight constraints | benchmarks | market portfolios | Portfolio-Management | Portfolio selection | Benchmarking | CAPM | Theorie | Theory |
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