Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Year of publication: |
2009
|
---|---|
Authors: | Bertrand, Philippe |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 10.2009/10, 2, p. 75-88
|
Subject: | Investmentfonds | Investment Fund | Finanzanalyse | Financial analysis |
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