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~person:"Riccetti, Luca"
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Search: subject:"Portfolio frontiers"
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portfolio frontiers
2
tracking error volatility
2
Asset allocation
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Riccetti, Luca
Palomba, Giulio
4
Sentana, Enrique
3
Mencía, Javier
2
Lucchetti, Riccardo
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Mencía González, Javier
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Nicolau, Mihaela
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RICCETTI, Luca
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Stucchi, Patrizia
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Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
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Journal of Banking & Finance
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Working Papers / Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
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Reconciling TEV and VaR in active portfolio management : a new frontier
Lucchetti, Riccardo
;
Nicolau, Mihaela
;
Palomba, Giulio
; …
-
2022
Persistent link: https://www.econbiz.de/10013330699
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2
Portfolio
Frontiers
with Restrictions to Tracking Error Volatility and Value at Risk
Palomba, Giulio
;
Riccetti, Luca
-
Dipartimento di Scienze Economiche e Sociali, Facoltà …
-
2011
interactions between
portfolio
frontiers
when restrictions upon TEV and VaR are jointly imposed. Analytical solutions for the …
Persistent link: https://www.econbiz.de/10009143694
Saved in:
3
Portfolio
frontiers
with restrictions to tracking error volatility and value at risk
Palomba, Giulio
;
Riccetti, Luca
- In:
Journal of Banking & Finance
36
(
2012
)
9
,
pp. 2604-2615
interactions between
portfolio
frontiers
when risk managers impose joint restrictions upon TEV and VaR. Specifically, we provide …
Persistent link: https://www.econbiz.de/10010599670
Saved in:
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