Tracking error : a multistage portfolio model
Year of publication: |
2009
|
---|---|
Authors: | Barro, Diana ; Canestrelli, Elio |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 165.2009, p. 47-66
|
Subject: | Dynamisches Spiel | Dynamic game | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Operations Research | Operations research |
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