Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Philippe Bertrand
| Year of publication: |
2009
|
|---|---|
| Authors: | Bertrand, Philippe |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 10.2009/10, 2, p. 75-88
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871041